WWWFinance

Contents

Hypersyllabus

Lectures

Historical Behavior

Financial Instruments, Markets and Information

Bond Valuation

Bond Price Dynamics

The Term Structure of Interest Rates and the Economy

Term Structure Surfaces

Duration Measures: Historical Perspective

Bond Immunization

Option Valuation

Option Arbitrage Relations

Futures

Optimal Portfolio Control

Asset Pricing and Risk Management

Performance Evaluation

Capital Structure and Payout Policies

Project Evaluation

Global Financial Management

Assignments

Assignment 1: (due November 6)

Assignment 2a: (due November 6)

Assignment 2b: (due November 27)

Assignment 3a: (due November 17)

Assignment 3b: (due December 4)

Assignment 4: (due December 7)

Teaching Assistants

Doug Davies [ded3@mail.duke.edu]

Patti Carlo [pac2@mail.duke.edu]

Carl Will [cew2@mail.duke.edu]

Jessica Lin (for tutoring) [cl7@mail.duke.edu]

Review Sessions

Sunday December 3, 7:00pm Classroom A.