Arts, Sciences, and Engineering Financial
Course Section Listing Course Course Title Term Credits Status
COURSE_SECTION-3-164778 FIN 206-1 Investments Spring 2024 4.0 Open
Schedule:
Day Begin End Location Start Date End Date
TR 200 PM 315 PM Hutchison Hall Room 140 01/17/2024 05/11/2024
Enrollment: Enrolled     
78 		Capacity     
85
Instructors: Giulio Trigilia
Delivery Mode: In-Person
Restrictions: New Restriction
Description: This course covers the fundamental ideas and tools of modern investment theories, and applies them to concrete portfolio management problems. We begin with an overview of securities markets. We then study how to discount cash flows, especially for fixed income securities, and introduce the concept of arbitrage. The investment theory part starts from partial equilibrium (mean-variance analysis) and proceeds with general equilibrium (CAPM). We test it with the data, discuss factor models and anomalies, and use it to evaluate the efficiency of markets. We then study derivatives (options, forwards, futures and swaps). Replication strategies are used to price derivatives, and the binomial model of option pricing is derived. We conclude with the Black-Scholes formula. Throughout the course, we shall cover at least 2 case studies. IT IS HIGHLY RECOMMENDED THAT STUDENTS COMPLETE FIN206 PRIOR TO TAKING MATH210/FIN 224.

Pre-Requisite: FIN 205. This course is not open to first year students.

** If the section is full, please request the course here on UR Student and then email ugbusiness@rochester.edu to be added to the waitlist. Professor Trigilia will not be able to override additional students; all requests must go through the ugbusiness@rochester.edu email.
Offered: Spring
Course Section Listing Course Course Title Term Credits Status
COURSE_SECTION-3-164887 FIN 206-2 Investments Spring 2024 4.0 Open
Schedule:
Day Begin End Location Start Date End Date
TR 325 PM 440 PM Hutchison Hall Room 140 01/17/2024 05/11/2024
Enrollment: Enrolled     
48 		Capacity     
81
Instructors: Giulio Trigilia
Delivery Mode: In-Person
Restrictions: New Restriction
Description: This course covers the fundamental ideas and tools of modern investment theories, and applies them to concrete portfolio management problems. We begin with an overview of securities markets. We then study how to discount cash flows, especially for fixed income securities, and introduce the concept of arbitrage. The investment theory part starts from partial equilibrium (mean-variance analysis) and proceeds with general equilibrium (CAPM). We test it with the data, discuss factor models and anomalies, and use it to evaluate the efficiency of markets. We then study derivatives (options, forwards, futures and swaps). Replication strategies are used to price derivatives, and the binomial model of option pricing is derived. We conclude with the Black-Scholes formula. Throughout the course, we shall cover at least 2 case studies.IT IS HIGHLY RECOMMENDED THAT STUDENTS COMPLETE FIN206 PRIOR TO TAKING MTH210.

Pre-Requisite: FIN 205. This course is not open to first year students.

** If the section is full, please request the course here on UR Student and then email ugbusiness@rochester.edu to be added to the waitlist. Professor Trigilia will not be able to override additional students; all requests must go through the ugbusiness@rochester.edu email.
Public Notes:

Offered: Spring
Course Section Listing Course Course Title Term Credits Status
COURSE_SECTION-3-143902 FIN 206-1 Investments Spring 2023 4.0 Open
Schedule:
Day Begin End Location Start Date End Date
TR 200 PM 315 PM Hutchison Hall Room 140 01/11/2023 05/06/2023
Enrollment: Enrolled     
52 		Capacity     
85
Instructors: Giulio Trigilia
Delivery Mode: In-Person
Restrictions: New Restriction
Description: This course covers the fundamental ideas and tools of modern investment theories, and applies them to concrete portfolio management problems. We begin with an overview of securities markets. We then study how to discount cash flows, especially for fixed income securities, and introduce the concept of arbitrage. The investment theory part starts from partial equilibrium (mean-variance analysis) and proceeds with general equilibrium (CAPM). We test it with the data, discuss factor models and anomalies, and use it to evaluate the efficiency of markets. We then study derivatives (options, forwards, futures and swaps). Replication strategies are used to price derivatives, and the binomial model of option pricing is derived. We conclude with the Black-Scholes formula. Throughout the course, we shall cover at least 2 case studies. IT IS HIGHLY RECOMMENDED THAT STUDENTS COMPLETE FIN206 PRIOR TO TAKING MATH210/FIN 224.

Pre-Requisite: FIN 205. This course is not open to first year students.

** If the section is full, please request the course here on UR Student and then email ugbusiness@rochester.edu to be added to the waitlist. Professor Trigilia will not be able to override additional students; all requests must go through the ugbusiness@rochester.edu email.
Offered: Spring
Course Section Listing Course Course Title Term Credits Status
COURSE_SECTION-3-144150 FIN 206-2 Investments Spring 2023 4.0 Open
Schedule:
Day Begin End Location Start Date End Date
TR 325 PM 440 PM Hutchison Hall Room 140 01/11/2023 05/06/2023
Enrollment: Enrolled     
40 		Capacity     
81
Instructors: Giulio Trigilia
Delivery Mode: In-Person
Restrictions: New Restriction
Description: This course covers the fundamental ideas and tools of modern investment theories, and applies them to concrete portfolio management problems. We begin with an overview of securities markets. We then study how to discount cash flows, especially for fixed income securities, and introduce the concept of arbitrage. The investment theory part starts from partial equilibrium (mean-variance analysis) and proceeds with general equilibrium (CAPM). We test it with the data, discuss factor models and anomalies, and use it to evaluate the efficiency of markets. We then study derivatives (options, forwards, futures and swaps). Replication strategies are used to price derivatives, and the binomial model of option pricing is derived. We conclude with the Black-Scholes formula. Throughout the course, we shall cover at least 2 case studies.IT IS HIGHLY RECOMMENDED THAT STUDENTS COMPLETE FIN206 PRIOR TO TAKING MTH210.

Pre-Requisite: FIN 205. This course is not open to first year students.

** If the section is full, please request the course here on UR Student and then email ugbusiness@rochester.edu to be added to the waitlist. Professor Trigilia will not be able to override additional students; all requests must go through the ugbusiness@rochester.edu email.
Public Notes:

Offered: Spring