Overview of Mean Variance

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Skills You'll Learn

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

Reviews

4.7 (486 ratings)
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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.

QL

Mar 22, 2017

Very great introduction to the financial engineering topics. It mainly covers the basics of portfolio management and structured products. Really insightful!

From the lesson
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

Taught By

  • Martin Haugh

    Martin Haugh

    Co-Director, Center for Financial Engineering
  • Garud Iyengar

    Garud Iyengar

    Professor

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