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Investment Strategies

MA5709Elective Modules5 ECTSEnglishUnregelmäßigDepartment Mathematics
AI-edited module sheet. Based on the TUMonline module description, edited for readability.Original in TUMonline

What it is about

You will gain an overview of important static and dynamic investment strategies and their mathematical foundations. The module is complemented by an introduction to stochastic control methods and utility maximization. In the end you will be able to develop new investment strategies, calculate their net present value, and analyze their risk.

What you will be able to do

  • Development of new investment strategies
  • Calculation of present values and net present value
  • Analysis of risks of different strategies
  • Application of modern financial mathematical concepts
  • Understanding stochastic control methods and utility maximization

What the module consists of

  • LectureDelivery of content through slides and blackboard work
  • ExerciseReinforcement through problems, group work and examples for practical application

Teaching method

  • Slide presentationsfor structured delivery of lecture content
  • Blackboard workfor detailed derivation and explanation of mathematical relationships
  • Exercise sheets / group workfor practical application and deepening of the material
  • Semester apparatus / literature studyfor independent deepening and further engagement
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Official page in TUMonline · Details are not binding.