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Week 1: Risk and Return. Asset Pricing Professor Péter Kondor Course Outline and Introduction

Week 1: Risk and Return. Asset Pricing
Global Financial Markets, Spring 2013

Overview of Financial Markets Financial Assets Return... Historical Data

Professor Péter Kondor

..and Risk Asset Pricing and Present Value

April 22, 2013

Week 1: Risk and Return. Asset Pricing Professor Péter Kondor Course Outline and Introduction Overview of Financial Markets Financial Assets

Week 1: Risk and Return. Asset Pricing
Professor Péter Kondor Global Financial Markets, Spring 2013 I. Course Outline and Introduction II. Overview of Financial Markets III. Financial Assets IV. Return... V. Historical Data on T-Bills, Bonds, and Stocks VI. ...and Risk VII. Asset Pricing and the Present Value formula

Return... Historical Data ..and Risk Asset Pricing and Present Value

I. Course Outline and Introduction

Week 1: Risk and Return. Asset Pricing Professor Péter Kondor Course Outline and Introduction

A. Contact

Overview of Financial Markets Financial Assets

Professor Péter Kondor
Office E-mail TA TA’s E-mail N11 404 kondorp@ceu.hu Eniko Gabor gabor_eniko@ceu-budapest.edu

Return... Historical Data ..and Risk Asset Pricing and Present Value

Week 1: Risk and Return. Asset Pricing Professor Péter Kondor

A. Course objective aim: theory behind practice of financial investments career objective: business literacy: learn to read and understand WSJ/FT, policy papers maths: decent, undergrad level material: standard text book + articles from financial press background in finance: not necessary

Course Outline and Introduction Overview of Financial Markets Financial Assets Return... Historical Data ..and Risk Asset Pricing and Present Value

B. Structure of the Course Lecture 1: Risk and Return; Asset Pricing and Present Value Lecture 2: Fixed Income (Bonds) Lecture 3: Asset Allocation; Mean–Variance Analysis (MPT) Lecture 4: CAPM (Capital Asset Pricing Model) Lecture 5: Practical Asset Allocation Lecture 6: Midterm; APT (Arbitrage Pricing Theory) Lecture 7: Market Efficiency and Anomalies Lecture 8: Money Management Industry; Forwards, Futures and Swaps Lecture 9: Derivatives; Option Pricing Lecture 10: Lessons on Investing; Financial Crisis Final Exam

Week 1: Risk and Return. Asset Pricing Professor Péter Kondor Course Outline and Introduction Overview of Financial Markets Financial Assets Return... Historical Data ..and Risk Asset Pricing and Present Value

Week 1: Risk and Return. Asset Pricing Professor Péter Kondor

Reading:
Bodie-Kane-Marcus: Investments, 8th Edition reader with Cases (Harvard Management Co, Bear Stearns) Articles distributed through e-learning.ceu.hu Optional Books (Random walk..., Stocks...) FT, WSJ

Course Outline and Introduction Overview of Financial Markets Financial Assets Return... Historical Data ..and Risk Asset Pricing and Present Value

6 problem sets (best 5 counts) and Case Write-Up
Can be done in groups not to exceed 4 people

Midterm and Final Exams
Open-book

Week 1: Risk and Return. Asset Pricing Professor Péter Kondor Course Outline and Introduction Overview of Financial Markets

Problem Sets Bear Stearns Case Write-up Midterm exam Final

Method A 20% 5% 75%

Method B 20% 5% 30% 45%

Financial Assets Return... Historical Data ..and Risk Asset Pricing and Present Value

II. Overview of Financial Markets

Week 1: Risk and Return. Asset Pricing Professor Péter Kondor Course Outline and Introduction Overview of Financial Markets Financial Assets Return... Historical Data ..and Risk Asset Pricing and Present Value

Week 1: Risk and Return. Asset Pricing

B. Functions of the Financial System 1. Transfer resources across time and distance - saving for retirement, children’s college tuition - saving in one country financing investment in another

Professor Péter Kondor Course Outline and Introduction Overview of Financial Markets Financial...
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