Dr. P.V. Viswanath

pviswanath@pace.edu

Class Notes and Spreadsheets

FIN 652 Notes: Investment Analysis
Primary Materials Based on Bodie, Kane and Marcus

• Comments from Class
• Important Terms and Concepts
• Financial Markets and Institutions (More general slides)
• Financial Markets (Webnote)
• Securities Trading
• Mutual Funds and Other Investment Companies (Slides for Chapter 4)
  
• Short Sales and Margin Purchases
• The Determination of Interest Rates
• Risk Aversion and Capital Allocation to Risky Assets
• Optimally Risky Portfolios
• Techniques for Constructing Efficient Portfolios
• The Capital Asset Pricing Model
• Introduction to Bonds
• Fixed Income Portfolio Management
• The Term Structure of Interest Rates
• Portfolio Evaluation

Powerpoint Slides

• The Investment Environment
• Chapter 2
• Trading Securities
• Mutual Funds and Other Investment Companies (Chapter 4)
• Introduction to Risk and Return (Chapter 5)
• Risk Aversion and Capital Allocation (Chapter 6)
• Optimal Risky Portfolios (Chapter 7)
• CAPM (Chapter 9)
• Multifactor Models, APT and reinterpreting the CAPM (Chapter 10)
• Bond Pricing (Chapter 14)
  

FIN 652 Notes: Investment Analysis
Supplementary Materials

• Common Misconceptions in Finance
• The Role of Science in the Study of Finance
  
• A primer on Probability
• A note on Regression Analysis
• Vassar Stats: Website for Statistical Computation
  Great site for learning more about Statistics, and how to do it!
• Perspectives on Diversification
  
• Equity Valuation
  
• Options
• Campbell Harvey's Notes on Option Valuation
  
• Campbell Harvey's Notes on Option Arbitrage Relations
  
• Asset Based Financing: The case of Leasing