Course Description

Course Name


Session: VSOS3221

Hours & Credits

3 Credits

Prerequisites & Language Level

Taught In English

  • There is no language prerequisite for courses at this language level.


Course Objectives
The purpose of this course is to provide students with a detailed understanding of how
security markets operate, how capital markets price securities, how investors or
investment managers combine assets into portfolios and set effective investment strategies.
Also, risk-return relationship, risk diversification, market efficiency, investment
performance evaluation, bond pricing and bond portfolio management, term structure of
interest rates, option strategies and pricing models, and futures contract will be learned.

Course materials

  • Essentials of Investments by Bodie, Kane, and Markus (BKM) (9th edition), McGraw-Hill, 2012.
  • Modern Portfolio Theory (MPT): Foundations, Analysis, and New Developments, by Dongcheol Kim and Jack C. Francis, Wiley & Sons: New York, 2013 (ISBN: 978-1-118-37052-0).
  • Lecture notes - Note: Lecture notes will be posted on EKU before the class.


*Course content subject to change