MIT Subject Listing & Schedule
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Searched for: "15.467"    Subjects offered any term

1 subject found.

15.467 Asset Management, Lifecycle Investing, and Retirement Finance

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Prereq: 15.433
Units: 3-0-6
Lecture: MW1-2.30 (E62-276) Recitation: F11 (E51-335) +final

Organized around applying finance science and financial engineering in three related financial-service activities: asset management, lifecycle investing, and retirement finance. Develops the necessary tools of derivative pricing and risk measurement, portfolio analysis and risk accounting, and performance measurement to analyze and implement concepts and new product ideas. Students should be familiar with basic portfolio-selection theory, CAPM, options, futures, swaps and other derivative securities. Preference to MBA and MFin students.
R. Merton
Textbooks (Spring 2018)