EMSE 6450:

Syllabus

Introduction

Course Files

Solutions

Project

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QUANT. METHODS IN COST/INVEST ENG.:

PART ONE: DETERMINISTIC CASH FLOW STREAMS

Chapter 1-2: Cash Flow Streams and the Basic Theory of Interest: Solution Extra Homework.pdf, Homework Chapter 1 -2.xlsx

Homework Set 1.pdf

Chapter 3: Fixed-Income Securities: Homework Chapter 3 - PART 1.xlsx, Homework Chapter 3 - PART 2 V2.xlsx

Homework Set 2.pdf,

Homework Set 3.pdf,

Chapter 4: The Term Structure of Interest Rates: Homework Chapter 4.xlsx, Question 4_16.pdf

Homework Set 4.pdf,

Chapter 5: Applied Interest Rate Analysis:

Homework Set 5.pdf,
Solution Question 4_14.pdf, Solutions HW Set 5.xlsx,
Solution Question 4_15 - Original Cash Flow Order with Shorting.xlsx,
Solution Question 4_15 - Original Cash Flow Order No Shorting.xlsx,
Solution Question 4_15 - Reversed Cash Flow Order No Shorting.xlsx

Homework Set 6.pdf,
HW Set 6 Solutions.pdf, HW Set 6 Solution.xlsx

PART II: SINGLE-PERIOD RANDOM CASH FLOWS

Chapter 6: Mean-Variance Portfolio Theory:

Homework Set 7.pdf, HW Set 7 Solutions.pdf, HW Set 7 Solutions.xlsx

Homework Set 8.pdf, HW Set 8 Solutions.pdf, HW Set 8 Solutions.xlsx

Homework Set 9.pdf,

Chapter 7: The Capital Asset Pricing Model:

Homework Set 10.pdf,