Keio Opencourseware
 

course_navi

Google
KEIO Opencourseware >> Course List >> Faculty of Economics >>INTRODUCTION TO FINANCE(PCP), Fall 2007
INTRODUCTION TO FINANCE(PCP), Fall 2007

CULTURE AND THE UNCONSCIOUS

[Instructor]
Yasuo MAEDA, Ph.D.

Takuji ARAI, Ph.D.

[Course Guide]

The course provides a modern portfolio theory and a basic option pricing theory. First, we prepare mathematical preliminaries. In particular, we deal with a basic concept of a probability theory. Second, we study a modern portfolio theory. Topics covered in this section include the mean-variance portfolio analysis, the CAPM. Finally, a basic theory of option pricing models is discussed by dealing with one-period binomial option pricing models. Especially, we study meanings of important terms, for example “arbitrage”, “hedging”, “martingale probability” and so on. The course also covers the presentation of Mathematica implementation of the model used in Finance.

Classes: 13
One 90-minute class per week

Feedback: For your suggestions, please write to us.

 

go to course Top

go to Keio OCW Top

 
Creative Commons License
Contents of this site is licensed under a Creative Commons License.