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    강의소개

    As world financial markets become increasingly complex, we are demanded to understand financial economics and there is continuous flow of information. As a result, it becomes essential to be able to use complex statistical and mathematical models to process information accurately and promptly. Throughout the course, instructor will guide you to learn about essential components of modern investment theory such as return, risk and portfolio optimization. When these concepts are delivered, statistical technique and programming using open source language R will be introduced. Students will do the assignments every week using actual securities data from Yahoo Finance. This course is considered as the very first course in quantitative investing. There will be no prerequisite other than high school level mathematics.

    강의구성
    * Lecture Outline: 2 lectures for each week, This is a 6-week course.
    * Open: Each lecture will be open every Thursday.After the lecture is open, you can study it anytime.

    "Introduction to Quantitative Investing" Trailer

    "Introduction to Quantitative Investing" Sample lecture

    강의일정
    * Period : July 3 ~ August 25 (7 week)
    강의 일정
    Lecture
    WEEK1 Knowing the Source 1. World financial markets
    2. Where do information come from?
    WEEK2 Securities analysis using data 1. Investment return
    2. Investment risk
    WEEK3 Capital Allocation 1. Allocation with risk-free and risky financial assets
    2. Allocation within risky assets
    WEEK4 Understanding Market Risk 1. Index model
    2. Tools to construct index model
    WEEK5 Valuing Securities 1. Capital Asset Pricing model
    2. Arbitrage Pricing Model
    WEEK6 Constructing an Investment Portfolio 1. Markowitz portfolio theory
    2. Mean-variance optimization

     

    교수소개
    Youngju Nielsen 사진

    Professor Youngju Nielsen




    Professor Youngju Nielsen has practiced quantitative finance for more than 15 years at Wall Street global investment banks before she joined SKKU in 2015.
    She was Chief Investment Officer at hedge fund and head of systematic trading groups at global banks such as Citi and J.P. Morgan.

    She has received Ph.D in Statistics from University of Pittsburgh, Master of Science in Financial Engineering from UC Berkeley and B.A in Economics from Yonsei University.

    TA소개

    CHO WONJU
    tutor profile

    [Master Course Student at Department of Economics (SKKU)]


     

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    운영기관 성균관대학교

    이수증 미발급

    주차 7 주

    학습인정시간 12시간 50분 (01시간 19분)

    수강신청기간 17.06.15 ~ 17.08.26

    강좌운영기간 17.07.03 ~ 17.08.25

    전화번호 031-290-5245

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