Investment Science

MS&E245A

Stanford School of Engineering


Description

Explore the theory and application of modern quantitative investment analysis from an engineering perspective. Learn how investment concepts are used to evaluate and manage opportunities, portfolios, and products to include stocks, bonds, real estate, and corporate finance.

Real world examples will be applied to teach how to make good investment decisions including deciding among several investment options, understanding different kinds of investments, and investing under uncertainty.

Prerequisites

  • 1 year of college level calculus (through calculus of several variables, such as CME100 or MATH 51)
  • Background in statistics, experience with spreadsheets recommended.
  • An undergraduate degree with a GPA of 3.0 or equivalent

Topics include

  • Basic interest rates
  • Present value and internal rate of return
  • Fixed-income markets
  • Term structure of income rates
  • Volatility, value at risk and expected utility
  • The capital asset pricing model
  • Fixed-income markets
  • Arbitrage pricing theory and factor modeling

Note on Course Availability

The course schedule is displayed for planning purposes – courses can be modified, changed, or cancelled. Course availability will be considered finalized on the first day of open enrollment. For quarterly enrollment dates, please refer to our graduate certificate homepage.

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