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Finance Theory I

Finance Theory I

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Ses 3: Present Value Relations II

This lecture covers examples on calculating net present value, comparing perpetuities and annuities, and conventions for compounding.

1hr 20mins

30 Jun 2017

Rank #1

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Ses 4: Present Value Relations III & Fixed-Income Securities I

This lecture starts with a discussion of leverage ratio with an example from Lehman Brothers. The lecture then covers inflation, real and nominal rate of return, trading frequency, the framework for valuation with an example of a coupon bond.

1hr 11mins

30 Jun 2017

Rank #2

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Ses 5: Fixed-Income Securities II

This lecture introduces spot rates and forward rates in the context of yield curves and interest rate forecasts, and models for term structure interest rates. Examples are given during lecture using data from U.S. Treasury Securities.

1hr 19mins

30 Jun 2017

Rank #3

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Ses 13: Risk and Return II & Portfolio Theory I

This lecture covers empirical properties of stocks and bonds, patterns of returns, and statistical measures of risk of a security. An introduction to the portfolio as a combination of securities and what constitutes a good portfolio is given.

1hr 18mins

30 Jun 2017

Rank #4

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Ses 8: Equities

This lecture provides an overview of equities and models with which to price equities, with a focus on using the dividend discount model.

1hr 15mins

30 Jun 2017

Rank #5

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Ses 11: Options II

This lecture covers interpreting payoff diagrams of call and put options and how to use the diagrams in option strategizing and betting on volatility. A brief historical background for option-pricing theory is also given.

58mins

30 Jun 2017

Rank #6

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Ses 14: Portfolio Theory II

This lecture walks through calculating properties of mean and variance for portfolio returns. Mean, standard deviation, and correlation are used as measures in portfolio analysis.

1hr 20mins

30 Jun 2017

Rank #7

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Ses 10: Forward and Futures Contracts II & Options I

This lecture includes examples of calculating payoff, and pricing forward and futures contracts. Options, a derivative, are presented as another kind of security.

1hr 19mins

30 Jun 2017

Rank #8

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Ses 9: Forward and Futures Contracts I

This lecture covers the motivation, definition, features, and examples of forward and futures contracts in light of the uncertainty of exchange rates, illiquidity, and counterparty risk.

1hr 19mins

30 Jun 2017

Rank #9

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Ses 15: Portfolio Theory III & The CAPM and APT I

This lecture introduces the tangency portfolio and the Sharpe ratio as a measure of risk/reward trade-off. The expected return of efficient portfolios is presented in the capital asset pricing model.

1hr 18mins

30 Jun 2017

Rank #10