WWWFinance^TM

Global Financial Management

Fuqua School of Business
Duke University
Durham NC 27708-0120

List of Topics

Class 0: Financial Mathematics

Preassignment (Lecture Notes)
Preassignment (Problem Set -- New Version) (Java not required)
Preassignment (Problem Set -- Old Version) (Java)

Class 1: Present Value Mechanics and Bond Valuation

Assignment 1a Due (Stock Portfolio)

Supplemental Material:

Bond Price Dynamics (Java)
Zero Coupon Bond Price Dynamics (Java)
Notes on Duration and Bond Price Dynamics
The Term Structure of Interest Rates and the Economy
Term Structure Surfaces
Duration Measures: Historical Perspective
Interpreting Bond Prices


Day Counting for Bonds

Class 2: Valuation of Cash Flow Streams

Supplemental Material:

Note on Applications of the Dividend Growth Model

Assignment 2 Due (Bond Mathematics)

Class 3: Investment Decisions and Capital Budgeting

Class 4: Forward and Futures Contracts

Supplemental Material:

Major U.S. Futures Markets
Margin on Futures
A Guide to Futures and Options Quotations
Examples of Hedging Risk with Futures

Class 5: Option Contracts

Options Dynamics (Java)

Class 6: Mid-term Exam

Class 7: Portfolio Analysis and Diversification

Supplemental Material:

Mean-Standard Deviation Analysis (Efficient Frontier) (Java)
Two Asset Efficient Frontier (Java)
The Cost of Risk
Mathematical Derivation of Optimal Portfolio Selection
Index of Year-End Cumulative Wealth Relatives
Year by Year Rates of Return
Annual Rates of Return on Alternative Investments
Correlation Matrix of Annual Rates of Return
Nominal Rates of Return on Selected Common Stock-Commodity Futures Portfolios

Class 8: The Capital Asset Pricing Model

Class 9: Mutual Fund Performance Evaluation

Class 10: Capital Structure and Dividend Policy

Class 11: International Project Evaluation, Real Options and Corporate Mergers and Acquisitions

Class 12: Review