CFRM 540 Capital Markets and Data for Computational Finance

This course has a dual purpose. One purpose is to introduce students, many of whom are coming from engineering and science backgrounds, to the language, terminology and concepts of finance.  This will be done through selected readings in the textbook “Investments" by Bodie, Kane and Marcus, and selected readings of journal articles and newspapers/websites such as the Wall Street Journal, Financial Times and Bloomberg. The second purpose is to teach students how to access and manipulate a broad range financial and econometric data from various repositories available through the internet (e.g. FRED, WRDS, CRSP, Bloomberg, Russell, etc.) for use in subsequent MS-CFRM curriculum courses. Upon successful completion of the course the student will: 

  • Know how to screen price and returns data for the following asset classes: equities, fixed-income, mutual funds, ETF’s, commodities, futures, hedge funds, indexes
  • Understand the different money market instruments available for investment 
  • Understand the basics of mutual funds 
  • Be familiar with a variety of equity indices and their construction methods 
  • Understand the varieties of financial ratios used in assessing a firm’s credit rating 
  • Be able to use dividend discount models for valuing equities

 

Course Dates:  September 2-23, 2014

Instructor: 
Steve Golbeck
Textbooks: 
Bodie, Kane and Marcus, Investments
Software: 
Excel
Prerequisites: 
Basic mathematics and familiarity with finite and infinite series.
Credits: 
1