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Lectures
You need download and print these and then bring them to class. Updated versions will also be posted here.
Lecture 0: Introduction to the Financial System (For Session 1, Sept. 28)
Lecture 1: Risk and Return, Review of Pricing (For Session 1, Sept. 28)
Lecture2: Fixed Income (For Session 2, Oct. 5)
- Example of Duration Matching
Lecture 3 - Part A: Allocating Investment Capital - Part A (For Session 3, Oct. 12 and 4, October 19) - Download only the revised notes if you haven't downloaded these yet!!!!
Lecture 3 - Part B: Allocating Investment Capital - Part B (For Session 4, October 19) - Download only the revised notes if you haven't downloaded these yet!!!!
Lecture 3 - Revised: Allocating Investment Capital - Complete set of revised slides, including conclusion and addendums (For Session 4, October 19)
Lecture 4, Revised Some Practical Issues in Asset Allocation (For Session 5, Oct. 26)
Lecture 5 The Capital Asset Pricing Model (For Session 6, Nov. 2)
Lecture 7 Factor Models and The APT (For Session 6, Nov. 2)
Lecture 6 Using the CAPM (For Session 7, Nov. 4)
Lecture 8 Market Efficiency (For Session 7, Nov. 4)
Lecture 9 Money Management Industry and Performance Measurement (For Session 7 , Nov. 4 and Session 8, November 9)
Lecture 10 Introduction to Futures and Forwards (For Session 9 , Nov. 16)
Lecture 11 Options (For Session 10 , Nov. 30)
Lecture 12 International Investment and Risk Management (For information or for Session 10 , Nov. 30, if time permits)