Quantitative Analysis

Learning Outcomes

By the end of this course, the students will be able to: Calculate assets-single security and portfolio with return and risk for decision making; Explain the correlation between return and risk; Predict assets single security and portfolio based on available data to make sound financial decision.

Topics

1. Introduction to mathematical assets valuation
2. Rate of Return
3. Probability Theory
4. Calculate the Expected Return of some probabilities of certain Rate of Return from each Single Security
5. Calculate variance and standard deviation from single security
6. Return Portfolio = Portfolio return
7. Coefficient Variation from Single Security
8. Variance and portfolio standard deviation
9. Covariance and Correlation of a Portfolio
10. Market Return, Beta and mathematical diversification