1 INTRODUCTION

• 1.1 How to study this course at 3 levels: the meaning of
• 1.2 Capital and markets
• 1.3 The risk and return from conventional assets
• 1.4 Modern portfolio theory and basic risk management strategies
• 1.5 Historical data and modeling
  • 1.5.1 Drift and volatility of market prices
  • 1.5.2 Moving averages: UWMA, EWMA, GARCH
  • 1.5.3 Maximum likelihood estimate of parameters
  
  
• 1.6 Computer quiz
• 1.7 Exercises
• 1.8 Further reading and links
• 1.9 Quick intermediate evaluation form