Syllabus: This is an open elective course for B.Tech. within the broad area of financial engineering. It covers mainly the Markowitz's portfolio theory and its variations, CAPM, utility optimization problems, discussing along side their uses in the performance analysis of strategies.   Detailed Syllabus

Lecture Timings: This course has weekly THREE contact hours (in F-Slot).

Monday	12:00 - 12:55
Wednesday	12:00 - 12:55
Friday	12:00 - 12:55

Venue:  Lectures: Room 2203 (Core 2), Academic Complex

Evaluation Plan:

Quizzes/Assignments/Attendance/Term Paper Presentations	25 marks
Mid-Semester Examination	30 marks
End-Semester Examination	45 marks
Total	100 marks

General Instructions:

• Attendance in all the lecture hours is compulsory.
• Students who do not meet minimum (as per the policy of the institute) attendance requirement will NOT be allowed to continue the course. They will be awarded an 'F' grade.
• If any one fails to write any of the quizzes or the mid-semester examination then NO make-up examination will be conducted.
• The portion (of the syllabus) for the mid-semester examinations will be in general from the first lecture to the last lecture just before the mid-semester examination. The end-semester examination will cover all topics.
• The normal announcements regarding the quizzes, attendance, etc. will only be made in the class.