BUS 59302 - Financial Analytics

An introductory graduate course designed to expose students to various advanced analytical tools in finance. The course provides the user-friendly guides using a data-driven approach to Portfolio Theory, Capital Asset Pricing Model (CAPM), Duration Analysis, GAP Analysis, and Value at Risk (VaR).

Preparation for Course
P: BUS 52400 and BUS 54000 and BUS 54200.

Cr. 3.
Student Learning Outcomes

1. Evaluate market risk and portfolio selection using Portfolio Theory.
2. Determine expected returns on capital investments using Capital Asset Pricing Model (CAPM).
3. Gauge the effective maturity of a fixed income security (Duration Analysis).
4. Explore the interest rate risk using GAP analysis.

5. Quantify market risk using two methods of Value at Risk (VaR): parametric and historical simulation.