Gilbert Mbara - Equity and Fixed Income

Gilbert Mbara

Equity and Fixed Income

Tutorials

Reference for Tutorials:

Financial Modelling by Simon Benninga
Lionel Martellini, Philippe Priaulet, and Stephane Priaulet. Fixed-Income Securities: Valuation, Risk Management, and Portfolio Strategies. Wiley Finance Series.

Midterm Solution Excel

Final (Due 15th June 2022, 16.45, Room A002)

Lecture 6 Excel

Syllabus:

1. Revision of Basic Concepts: time value of money and incorporation of risk, etc

2. Discounted Cash Flows

3. Corporate Valuation

4. Weighted Average Cost of Capital

5. Overview of Fixed Income Securities and Bond Valuation

6. Theory of Interest Rates: yield curve (possible shapes, theories of yield curve), kinds of interest rates: spot rates, forward rates, simple and compunded interest (incl. logarithmic rates), short rates.

Page updated

Google Sites

Report abuse