MGMTMFE 400
Investments
Management-Master of Financial Engineering · 4 units · Graduate professional courses (400-499)
Limited to Master of Financial Engineering program students. Essentials of asset pricing and portfolio choice, standard discounted cash flow approaches, and no-arbitrage framework for valuing financial securities. Basic paradigms of asset pricing, such as capital asset pricing model (CAPM), arbitrage pricing theory (APT), and Fama-French Three-Factor model. Development and illustration of dynamic portfolio selection and optimization approaches.
Letter grading.
When it runs
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Requisites
UCLA lists no requisites for this course.
Requires
Everything that has to come before this course, not just the courses named in the requisite above.
Nothing — this is an entry point.
Unlocks
What this course is a requisite for, and what those courses lead to in turn.
No course in the catalog lists this as a requisite.