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Campuses:

**Instructor**:

Professor Shuzhong Zhang

Office: 130E, Dept of Industrial and Systems Engineering

Phone: (612) 624-8406

Office Hour: Thursday 4-5 pm

Email: zhangs@umn.edu

Webpage

**Textbook**:

David G. Luenberger,

Investment Science, Oxford University,2nd Edition,2013.

**Topics:**

- Basic theory of interest;
- Fixed-income securities;
- The term structure of interest rates;
- Applied interest rate analysis;
- Mean-variance portfolio theory;
- The Capital Asset Pricing Model;
- The Arbitrage Pricing Theory;
- Data and statistics;
- Risk measures;
- General principles;
- Forwards, futures, and swaps;
- Models of asset dynamics;
- Basic options theory.