BUFN400 Introduction to Financial Markets and Financial Datasets
Overview: This course will provide an overview of financial concepts and markets and datasets.
Company financial statements will be used to review concepts including earnings, cash flow, accruals, investment, dividends, etc. The course will introduce concepts related to discounting, credit risk, pricing risky assets, term structure of interest rates, historical securities returns, etc. Additional topics include geometric Brownian motion, market efficiency, mean-variance efficiency, quadratic optimization with constraints. Advanced topics include Over The Counter (OTC) bond markets and organized exchanges.
Instructors: Pete Kyle, Tom Ernst.
Tentative Course Syllabus: syllabus
It will be taught in Fall 2022 by Professor Pete Kyle, Distinguished University Professor and Charles E. Smith Chair in Finance.
Fall meeting time is Monday and Wednesday 2:00 to 3:15 p.m.