Date |
Notes |
Readings |
Homework/Exams |
Keys |
| Week 1 (Jan. 11-15) |
Statistics review || Present Values |
Your STAT notes || BMA Ch. 1,2 |
Old Statistics Test |
-- |
| Week 2 (Jan. 20,22) |
Lecture 2: Pricing Bonds |
BMA 2.2 and Ch. 3 |
Hw 1, due January 29th |
Key Hw 1 |
| Week 3 (Jan. 25-29) |
Lecture 3: Macauley duration and term structure of interest rates |
BMA Ch. 4 |
-- |
-- |
| Week 4 (Feb. 1,3) |
Lecture 4: Valuation of stocks |
BMA Ch. 5 |
Hw 2, due February 10th |
Key Hw 2 || Excel file |
| Week 4 (Feb. 5) |
Review session |
-- |
2009 Partial Exam I |
-- |
| February 8 |
PARTIAL EXAM I |
-- |
-- |
Key partial 1 |
| Week 5 (Feb. 10) |
NPV versus other criteria |
BMA Ch. 6 |
-- |
-- |
| Week 5 (Feb. 12) |
Risk, Return and Portfolio Diversification |
BMA Ch. 8 |
-- |
-- |
| Week 6 (Feb. 15-19) |
Lecture 6: Markowitz Portfolio Selection Theory and the CAPM |
BMA Ch. 9.1 |
Hw 3, due February 26th||Excel File |
Key Hw 3|| Excel files 1, 2 |
| Week 7 (Feb. 22-26) |
Lecture 7: CAPM |
BMA Ch. 9.2 |
-- |
-- |
| Week 8 (Mar. 8-12) |
Lecture 8: Testing CAPM || Efficient Market Hypothesis |
BMA Ch. 9.3-4, 14, paper |
Hw 4, due March 19th|| Excel File |
Key Hw4|| Excel File |
| March 15 |
Review session |
-- |
-- |
| March 17 |
PARTIAL EXAM II |
-- |
2009 Partial exam and key |
Key partial II |
| March 19 |
Lecture 9: Capital Budgeting and Capital Structure |
BMA Ch. 14 |
-- |
-- |
| Week 10 (Mar. 22-26) |
Lecture 10: Modigliani-Miller Theorem and Firm's Payout Policy |
BMA Ch.17 |
-- |
-- |
| Week 11 (Mar. 29,31) |
"Lecture 11: Options: Definition and properties. Option strategies. |
BMA Ch. 21 |
Hw 5, due April 7th |
Key Hw5 |
| Week 12 (Apr. 5-9) |
Lecture 12: The Binomial Model and Black-Scholes Formula |
BMA Ch.22 |
-- |
-- |
| Week 13 (Apr. 12-16) |
Lecture 13: Real options |
BMA Ch.23 |
Homework 6, due April 21st |
 Key Hw6 |
| Week 14 (Apr. 19-23) |
Review sessions |
-- |
-- |
-- |
