Investment Science Introduction Dr.Xi CHEN Department of Management Science and Engineering International Business School Beijing Foreign Studies University 100089,Beijing.People's Republic of China 4口40+4三4至，至)只0 Xi CHEN (chenxi01090bfsu.edu.cn) Investment Science 1/16
Investment Science Introduction Dr. Xi CHEN Department of Management Science and Engineering International Business School Beijing Foreign Studies University 100089, Beijing, People’s Republic of China Xi CHEN (chenxi0109@bfsu.edu.cn) Investment Science 1 / 16
① Course Information ② Cash Flows Investments and Markets Typical Investment Problems 4口，4得+4艺至，三风0 Xi CHEN (chenxi01090bfsu.edu.cn) Investment Science 2/16
1 Course Information 2 Cash Flows 3 Investments and Markets 4 Typical Investment Problems Xi CHEN (chenxi0109@bfsu.edu.cn) Investment Science 2 / 16
Course Information Outline 0 Course Information Cash Flows Investments and Markets Typical Investment Problems 4口4+4三4至，至)只0 Xi CHEN (chenxi01090bfsu.edu.cn) Investment Science 3/16
Course Information Outline 1 Course Information 2 Cash Flows 3 Investments and Markets 4 Typical Investment Problems Xi CHEN (chenxi0109@bfsu.edu.cn) Investment Science 3 / 16
Course Information o Overview: Deterministic Cash Flow Streams Single-period Random Cash Flow Streams Numerical exercises including fixed income securities and their valuation,and portfolio selection in a single-period,mean-variance context (quadratic programming) ●Textbook: Name Investment Science Author David G.Luenberger Publisher Oxford University Press Edition Second Edition (June 24,2013) ISBN-13 978-0199740086 Programming Tools:Matlab o Preliminaries:Calculus,linear algebra,probability theory,statistics, operations research,C language Xi CHEN (chenxi0109@bfsu.edu.cn) Investment Science 4/16
Course Information Overview: 1 Deterministic Cash Flow Streams 2 Single-period Random Cash Flow Streams 3 Numerical exercises including fixed income securities and their valuation, and portfolio selection in a single-period, mean-variance context (quadratic programming) Textbook: Name Investment Science Author David G. Luenberger Publisher Oxford University Press Edition Second Edition (June 24, 2013) ISBN-13 978-0199740086 Programming Tools: Matlab Preliminaries: Calculus, linear algebra, probability theory, statistics, operations research, C language Xi CHEN (chenxi0109@bfsu.edu.cn) Investment Science 4 / 16
Cash Flows Outline Course Information Cash Flows Investments and Markets Typical Investment Problems 4口40+4三4至，至)只0 Xi CHEN (chenxi01090bfsu.edu.cn) Investment Science 5/16
Cash Flows Outline 1 Course Information 2 Cash Flows 3 Investments and Markets 4 Typical Investment Problems Xi CHEN (chenxi0109@bfsu.edu.cn) Investment Science 5 / 16