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After completing the course Investment Management the student is able to:
- Have knowledge and know how to apply this knowledge in CASES with respect to the following concepts/ models: Portfolio diversification, the CAP model, Performance evaluation, Option Pricing models, the duration of bonds and asset-liability management of portfolio’s of bonds and stocks;
- Have knowledge and know how to apply this knowledge in concrete situations with respect to the following concepts/ models: Portfolio diversification, the CAP model, Performance evaluation, Option Pricing models, the duration of bonds and asset-liability management of portfolio’s of bonds and stocks;
- Be able to make calculations with respect to the following concepts/ models: Portfolio diversification, the CAP model, Performance evaluation, Option Pricing models, the duration of bonds and asset-liability management of portfolio’s of bonds and stocks.
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This course covers many issues including
Portfolio Theory (including CAPM) and Performance Evaluation , Bonds - Durations/PV assets and Liabilities , (Asset - Liability management); Forwards/Futures ; Options - First principles including some trading strategies Binomial trees - Black-Scholes - Delta protective Put strategy; Relationship between Binomial Trees and Black-Scholes.
Students must understand and work with the material, make complicated calculations and complete practical assignments (cases) and students have to be involved in the IEX competion (Investment Game w.r.t. the Dutch Stock Market [AEX, AMX and ASCX Stocks]) (20% of the final grade) - The exam counts for 80% of the Final Grade.
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Corporate Finance. During the lectures we will go much deeper into many concepts previously discussed in the course Corporate Finance. Students who did not take this course will have great difficulty in passing Investment Management (you have to understand the material and perform many difficult calculations).
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Written exam (by using CIRRUS): counts for 80%, Cases and Investment Game (IEX - competition): counts for 20%.
Results of cases (and results of the Investment Game) will be published on Brightspace. For students who do not complete the course, partial grades remain valid.
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