Overview of Mean Variance

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Kompetenzen, die Sie erwerben

Real Options Valuation, Derivative (Finance), Risk Management, Real Options

Bewertungen

4.7 (572 Bewertungen)
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MU

Aug 23, 2018

One of the best courses available on Coursera! If you're interested in Quantitative Finance or trying to get a good idea of what financial engineering entails, please take this course.

DL

Nov 20, 2015

This course is challenging and the skills learnt are valuable. The materials are well-made and formulas well-defined. I hope they provide more practice quizzes.

Aus der Unterrichtseinheit
Mean-Variance Analysis and CAPM
Problem formulation and solution; the efficient frontier; including the risk-free asset; the Capital Asset Pricing Model (CAPM);implications of CAPM: α, β, security and capital market lines

Unterrichtet von

  • Martin Haugh

    Martin Haugh

    Co-Director, Center for Financial Engineering
  • Garud Iyengar

    Garud Iyengar

    Professor

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