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Exam 8 Seminar Curriculum
Following is a tentative list of the articles to be covered:
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|
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A1. Portfolio Theory - P1 - Chapters 6 - 8 |
| Author |
Article |
|
| BKM |
Inv C6: Risk Aversion and Capital Allocation |
|
| BKM |
Inv C7: Optimal Risky Portfolios |
|
| BKM |
Inv C8: Index Models |
|
A2. Equilibrium in Capital Markets - P2 - Chapters 9 - 13 |
| Author |
Article |
|
| BKM |
Inv C10: Arbitrage Pricing Theory |
|
| BKM |
Inv C11: Market Efficiency |
|
| BKM |
Inv C12: Behavioral Finance & Tech Analysis |
|
| BKM |
Inv C13: Security Returns |
|
| BKM |
Inv C9: The Capital Asset Pricing Model |
|
B. Fixed Income Securities |
| Author |
Article |
|
| BKM |
Inv C14: Bond Prices and Yields |
|
| BKM |
Inv C15: The Term Structure of Interest Rates |
|
| Hull, J.C. |
Options C20: Credit Risk |
|
| Hull, J.C. |
Options C4: Interest Rates |
|
| Hull, J.C. |
Options C6: Interest Rate Futures |
|
C. Futures, Forward and Swaps |
| Author |
Article |
|
| Hull, J.C. |
Options C2: Futures Markets |
|
| Hull, J.C. |
Options C3: Hedging Strategies using Futures |
|
| Hull, J.C. |
Options C5: Forward & Futures Prices |
|
| Hull, J.C. |
Options C7: Swaps |
|
D. Options |
| Author |
Article |
|
| Hull, J.C. |
Options C10: Trading Strategies |
|
| Hull, J.C. |
Options C11: Binomial Trees |
|
| Hull, J.C. |
Options C12: Weiner Processes and Ito's Lemma |
|
| Hull, J.C. |
Options C13: The Black Scholes Model |
|
| Hull, J.C. |
Options C14: Stock Indices, Currencies, Futures |
|
| Hull, J.C. |
Options C8: Options Markets |
|
| Hull, J.C. |
Options C9: Properties of Stock Options |
|
E. International Securities |
| Author |
Article |
|
| BKM |
Inv C25: Int'l Diversification |
|
F. Asset-Liability Management |
| Author |
Article |
|
| BKM |
Inv C16: Bond Portfolio Mgt |
|
G. Financial Risk Management |
| Author |
Article |
|
| BKM |
Inv C2: Markets & Instruments |
|
| Hull, J.C. |
Options C15: The Greek Letters |
|
| Hull, J.C. |
Options C18: Value at Risk |
|
H. Valuation |
| Author |
Article |
|
| BKM |
Inv C18: Equity Valuation Models |
|
