BUSN 3370 Investment Science

(Prior to Fall 2010, this course was known as BUS 70.7.
The information below might still reflect the old course numbers. Bracketed numbers, if any, are the old course numbers. Learn more...)

4 hours; 4 credits

Net present value, internal rate of return; yield, duration, immunization, and convexity of fixed-income securities; mean-variance portfolio theory, Markowitz model, CAPM, factor models, arbitrage pricing theory; models of asset dynamics, Ito's lemma, options theory, Black-Scholes equation, interest-rate derivatives. (This course is the same as Economics 3370 [70.7] and Mathematics 3601 [74.2].)

Prerequisite: Economics 3400 [30.2] or Business 3400 [30.2] or Mathematics *2501 [8.1] or Mathematics 3501 [51.1]; Economics 3410 [31.1] with a grade of B- or better; Economics 3310 [70.2] or Business 3310 [70.2].

!!! DISCLAIMER

The City University reserves the right, because of changing conditions, to make modifications of any nature in academic programs and requirements of the university and its constituent colleges without advanced notice. Students are advised to consult regularly with college and department counselors concerning their programs of study.

Return to full course list