Instructor's Manual for
"Security Analysis, Portfolio Management and Financial Derivatives"
2nd Edition
Cheng-Few Lee
Rutgers University, New Brunswick
Joseph E. Finnerty
University of Illinois, Urbana
Alice C. Lee
State Street Corp., Boston
John Lee
Center for PBBEF Research
Donald H. Wort
California State University, Hayward
CONTENTS
PowerPoint for Chapter 1,
Supplement for Chapter 1
1.
Introduction
PowerPoint for Chapter 2,
Appendix 2A & B,
Supplement for Chapter 2
2.
Accounting Information and Regression Analysis
PowerPoint for Chapter 3,
Appendix
3A
3.
Common Stock: Return, Growth, and Risk
PowerPoint for Chapter 4
4.
Introduction to Valuation Theories
PowerPoint for Chapter 5,
Appendix
5A
5. Bond
Valuation and Analysis
PowerPoint for Chapter 6,
Appendix
6A
6. The Uses
and Calculation of Market Indexes
PowerPoint for Chapter 7
7. Sources
of Risks and Their Determination
PowerPoint for Chapter 8,
Appendix
8A
8.
Risk-Aversion, Capital Asset Allocation, and Markowitz Portfolio-Selection Model
PowerPoint for Chapter 9.
Appendix
9A
9. Capital
Asset Pricing Model and Beta Forecasting
PowerPoint for Chapter 10,
Appendix 10A & B & C
10. Index Models for
Portfolio Selection
PowerPoint for Chapter 11,
Appendix 11 A & B & C & D & E
11.
Performance-Measure Approaches for Selecting Optimum Portfolios
PowerPoint for Chapter 12
12. The
Efficient-Market Hypothesis and Security Valuation
PowerPoint for Chapter 13,
Appendix 13A & B
13. Arbitrage Pricing
Theory and Intertemporal Capital Asset Pricing Model
PowerPoint for Chapter 14
14. Futures Valuation
and Hedging
PowerPoint for Chapter 15
15. Commodity Futures,
Financial Futures, and Stock-Index Futures
PowerPoint for Chapter 16
16. Options and Option
Strategies
PowerPoint for Chapter 17,
Appendix
17A
17. Option Pricing
Theory and Firm Valuation
PowerPoint for Chapter 18,
Appendix
18A
18. Decision Tree and
Microsoft Excel Approach for Option Pricing Model
PowerPoint for Chapter 19,
Appendix 19 A & B
19. Normal,
Log-Normal Distribution, and Option Pricing Model
PowerPoint for Chapter 20
20. Comparative
Static Analysis of the Option Pricing Models
PowerPoint for Chapter 21,
Appendix
21A
21. Security Analysis
and Mutual Fund Performance
PowerPoint for Chapter 22,
Appendix
22A
22. International
Diversification and Asset Pricing
PowerPoint for Chapter 23
23. Bond Portfolios:
Management
PowerPoint for Chapter 24
24. Portfolio
Insurance and Synthetic Options
PowerPoint for Chapter 25
25. Capturing Equity
Risk Premia
PowerPoint for Chapter 26,
Appendix 26 A & B
26. Simultaneous
Equation Models for Security Valuati
PowerPoint for Chapter 27,
Appendix
27A
27. Itˆo’s Calculus:
Derivation of the Black–Scholes Option Pricing Model
Chain Rule
Differentiation Using the Chain
Rule
Syllabus_Asset Pricing(Fall)