Gradesheet (It will be updated after each milestone (Quiz/Individual HWs/Group Assignments/Midterm) so that students can track their expected grade progress)
Final Award List ; BS(Commerce) ; M.COM
Week 1 (August 2, 2017) Week1
Week 2 (August 7,9 , 2017)
Introduction to Course Outline and Introduction to Risk and Return (FM review)
Lecture Note
Week 3(August 16, 2017)
Risk and Return/Portfolio theory, Risky assets portfolio and Portfolio including Riskfree assets
Individual Assignment 1
Task: As assigned in Class: Make two assets portfolio with 0%-100%, 25%-75%, 50%-50%, 75%-25% and 100%-0%. Remember we have done 50%-50% example in class you have to do other proportion and submit. Use Class Examples to complete this task. i.e. Asset A and Asset B Risk and Return.
Due: Monday August 21, 2017: 10:30 am at start of Class.
Plz follow Homework and Assignment Instructions mention in course outline.
Bonus Assignment (Excel Based Assignment 1)
replicate above numerical hand solved example in EXCEL but now use 0%-100% portfolio as initial point and then change proportion by 5% in both e.g 5%-95%, 10%-90%, 15%-85% and so on............ Also make Graph of Risk and Return output.
Sample Excel File to be used (if you are developing yourself then great but it should look like this)
Week4 (August 21,23 2017)
Aug 21: Excel based demonstration of Efficient Frontier
Aug 23: Two Assets portfolio / Risky with Riskfree Assets
Excel based Assignment:
from Week 3 Sample Excel File, please calculate Risk and Return of any 5 to 6 company (data provided) as per sample data format, and finalize any two company from them to be used in Efficient Frontier Example.
Week5 (August 28,30 2017)
Due: Excel based Assignment 2 (see Week 4)
Aug 28: This session is dedicated to role of financial system and place of risk management in financial system
Aug 30: Introduction of Forward/Future as Derivative (Theoretical) along with long and short positions of hedger and speculator
Quiz 1: on Sept 6, 2017: from numericals of First 4 Week.
Week6 (Sept 6, 2017)
Quiz Day plus ........
Week7 (Sep 11, 13, 2017)
Introduction of Call and Put Option and their payoff Tables
Week 8 (Sept 18, 20, 2017)
Operations of Future and Forward
Week 9 (Sept 25, 27, 2017)
Quiz 2 & PQs for Midterms
Bond Valuation/Share Valuation review in term of Continuous Compounding and Yield Rate/ Interest Rate
Week 10 (Oct 2,4 2017)
Continuous Compounding for Pricing of Derivatives and Zero Coupon Rate
Week 11
October 9, 2017: Midterm Exam
October 11, 2017: Assessment of Midterm Exam
Week 12 (Oct 16-18, 2017)
Yield Curve via Zero Coupon Rate and Pricing of Future/Forward
Week 13 (Oct 23 - 25, 2017)
Pricing and Arbitrage in Future and Forward
Week 14 (Oct 30 - Nov 1, 2017)