Comprehensive notes including detailed examples (H1)
Subject notes for UniMelb FNCE30001
Clear and structured notes, including thorough explanations as well as detailed examples.
Topics are discussed and explained in detail and additional examples are included in order to ease understanding.
Topics covered are:
Risk Aversion and Returns
Capital Asset Pricing Model
Single Index Models
Arbitrage Pricing Theory and Multifactor Models
Portfolio Performance Evaluation
Fixed Income Valuation
Term Structure Models and Bond Risks Basics
Managing Fixed Income Portfolios
Semester 1, 2018