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Fin321InvestmentsAnalysis
PAGE
3
ProfessorGew-raeKim,Ph.D
UniversityofBridgeport
SchoolofBusiness
Fin321
InvestmentAnalysis
Fall2013
CourseSyllabus
ClassSchedule:8/27/2013-12/13/2013
MeetingDays/Time:TuesdayandThursday4:30pmto5:45pm
ClassLocation:MandevilleRoom#3
Instructor:Gew-raeKim,Ph.D.Department:Finance
Office:MandevilleHall-Room6
Phone:203-576-4372
HYPERLINKmailto:gewraek@
gewraek@KimGewrae@
OfficeHours:Tu1:00-2:30&Th1:00-2:30orbyappointmentMailingAddress:SchoolofBusiness
230ParkAvenueUniversityofBridgeportBridgeport,CT06604
CourseMaterials
RequiredMaterials:
1.ClassNotepak
2.ClassHandouts
RecommendedReading
WallStreetJournal&Barron's
Investment:McGraw-HillIrwinbyBodie,KaneandMarkus
AdvancedModelinginFinanceUsingExcelVBA:Jackson,JohnWileyISBN:0-471-49922
BuildingFinancialModels:JohnS.Tjia,McGrawHillISBN:0-07-140210-1
TomorrowGold:AsiaAgeofDiscovery,CLSALtd.ByMarcFaber
A.GeneralCourseInformation
1.CourseDescription
Thiscourseisintendedtoprovideapracticalandtheoreticalmarketvaluation-orientedframeworkforanalyzingfinancialdecisionproblemsfacedbyInvestors.LecturesandreadingswillprovideanintroductiontoMarkowitzdiversificationconcept,PortfolioAnalysis,CapitalAssetPricingModel(CAPM),ArbitragePricingTheory(APT).
AndthenewlydevelopedDerivativeSecurities,likeInterestRateSwap,OptionsandFutures,includingStocksandFixedIncomeSecuritiesandrelatedComputertopics.ThiscoursealsodealsseveralcasestudiesonDerivativeSecurities.ThiscoursealsowillcovertopicsonFinancialEngineeringforthenewfinancialinnovations.
2.IntendedAudience
UndergraduateStudentsattheUniversityofBridgeport
3.CourseObjective
Thiscoursewilldeliverthebasicconceptofsecurities,includingstocks,bond,futures,swaps,andoptions,theirvaluationtechniques,strategiesusingderivatives.Bydoingso,studentswillbefamiliarizedwithnewderivativesandstrategiesandbereadytoanalyzeandmanageanyrisksinfinancialinvestmentsdecisionmaking.
Thiscoursemakesstudentsunderstandbasicconceptsofinvestmentsecuritiesandstrategiesandhowtouseit.Howtomanagetheirrisk,eventuallydevelopandlearntoolsforRiskControlwaysinfinance.Theywillalsolearnvaluethesecuritiesincludingderivativescorrectlytoapplytovariousfinancialdecisionmakingtoevaluateanyfinancialclaim.Variousstrategiestomanageriskandtogetriskarbitrageswillbeintroducedandstudentwillhaveapracticewithreal-worlddata.Bytheendofthiscourse,studentswillbeabletovaluevariouskindsofoptionsanddesigntheirownoptionstrategiesincludingarbitragestrategies.
Fin321InvestmentsAnalysis
B.Prerequisite
BasicIntroductiontoFinanceandBasicknowledgeandunderstandingofPresentValueandFutureValueofMoney.
C.ModeofInstruction
Lectureandclassroomproblemsolving.AssignmentsandExamwillbebasedproblemsolvingtechnique.
D.StudentResponsibilities
1.AcademicHonestyStandards.
ItisthestudentsresponsibilitytofamiliarizehimselforherselfwithandadheretothestandardssetforthinthepoliciesoncheatingandplagiarismasdefinedinChapter2and
5oftheKeytoUB
HYPERLINK/pages/2623.asp
/pages/2623.aspo
rtheappropriategraduateprogramhandbook.
2.Classparticipation.
Studentsareexpectedtoarriveforclassontimeandparticipateinassignedclassroomactivities.
3.Assignments.
Assignmentswillbegivenasthecoursematerialispresented.
4.InstructionsforAssignmentsandPapers.
Allassignmentsandpapersmustbepresentedinneatmannerandmaybehandwrittenorcomputergeneratedandsubmittedbyemails.
5.LateWork.
Lateworkwithoutgoodreasonwillbepenalized..
6.StudyHours.
Studentsshouldplantospendatleasttwohoursofindependentstudyforeachhourofclasslectures.
7.ElectronicDevices.
Laptopcomputersarewelcomeandrecommended.Cellphonesmaynotbeusedandmustbeturnedoffwhileinclass.
8.Integrity.
Cheating,plagiarismandunauthorizedcollaborationmayresultinagradeofFforthecourse.
E.Grading
GradeBreakdown
Homework:
15%
ClassParticipationandAttendance:
10%
Midterm:
25%
Final:
50%
GradingScale:
90-100A
80-89B
70-79C
60-69DBelow60F
Topic
TopicDescription
1ExpectedReturnandRiskofSecurities
2SecurityMarketsandCompanies
3OptionsandFuturesValuationandApplications
4FixedIncomeSecuritiesandSub-PrimeCrisis
5MutualFundsandHedgeFunds
6DurationandBondValuation
7StockValuationandAnalysis
8SpotandForwardRatesandSWAP
9DiversificationandPortfolioTheorybyMarkowitz
10CapitalAssetPricingModel(CAPM)bySharpe
11ArbitragePricingTheory(APT)byRoss
12Futures:Backwardation,Contango,BasisRisk
13AssetAllocation
14PerformanceEvaluation:Sharpe`sAlpha...
15SW
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