This class will provide an advanced analysis of asset pricing theory, financial instruments, and investment strategies.

Students are expected to learn state-of-the-art asset pricing models and understand the relationship between risk-return. The focus of the class is applied and students will use Python for applications.

This class will cover the following topics: 1) Introduction to financial time-series 2) Utility based asset pricing 3) Basic portfolio theory and practice 4) Equilibrium in capital markets 5) Investment strategies for equities, bonds and currencies 6) Investing in the crypto space

Python for Finance by Yves Hilpisch and material supplied by the instructor (including, papers, lecture notes and slides).

In class lectures, assignments, Python in-class tutorials, investment games

Problem sets (weekly), class discussions, writing a paper, and final exam

The criteria established by the Director of the LM in Finance as well as those stated by the Department of Economics and Finance.

YES