Course Outline - Complete

Section I - Introduction to Financial Markets

Chapter 2 - Measuring Portfolio Return
- 2.1 - Holding Period Return
- 2.2 - Cash Flows Adjusted Rate of Return
- 2.3 - Statistical Rate of Return
- 2.4 - Time Weighted Rate of Return
- 2.5 - Internal Rate of Return
- Model 2.1 - Cash Flows Adjusted Rate of Return
- Model 2.2 - Internal Rate of Return
Chapter 3 - Measuring Portfolio Risk
- 3.1 - Risk and Uncertainty
- 3.2 - Standard Deviation
- Model 3.1 - Risk and Return
Chapter 4 - Diversification
- 4.1 - How Diversification Reduces Risk
- 4.2 - Efficient Portfolio Frontier
- 4.3 - Correlation and Diversification
- 4.4 - The Risk Free Asset and Leverage
- 4.5 - Limits to Diversification
- 4.6 - The Market Model
- 4.7 - The Portfolio Beta
- Model 4.1 - Portfolio Standard Deviation
- Model 4.2 - The Efficient Portfolio Frontier
Chapter 5 - Modern Portfolio Theory
- 5.1 - Capital Asset Pricing Model (CAPM)
- 5.2 - Indexing
- 5.3 - The Security Market Line (SML)
- 5.4 - Identifying Abnormal Returns
- Model 5.1 - Capital Asset Pricing Model

Chapter 6 - Primary Equity Markets
- 6.1 - Private Equity Market
- 6.2 - Public Equity Market
- 6.3 - Initial Public Offering (IPO)
Chapter 7 - Secondary Equity Markets
- 7.1 - The Stock Exchange
- 7.2 - Brokers, Dealers, market Makers, and Specialists
- 7.3 - The New York Stock Exchange
- 7.4 - The American Stock Exchange
- 7.5 - NASDAQ
- 7.6 - Electronic Communication Networks (ECNs)
- 7.7 - Issues in the Secondary Markets
Chapter 8 - Owning and Trading Securities
- 8.1 - Trade Orders
- 8.2 - Dividends & Splits
- 8.3 - Margin Transactions
- 8.4 - Short Sales
- 8.5 - Graphical Representation
- 8.6 - Stock Market Indices
- Model 8.1 - Index Calculation
Chapter 9 - Regulation of Equity Markets
- 9.1 - The Era Without Regulation: 1790-1932
- 9.2 - The Era of Federal Regulation: 1932-1999
- 9.3 - The Era of Deregulation: 1999-

Chapter 10 - Money Markets
- 10.1 - Discount Paper
- 10.2 - Interest-at-Maturity
Chapter 11 - Money Market Instruments
- 11.1 - Treasury Bills
- 11.2 - Commercial Paper
- 11.3 - Bankers' Acceptances
- 11.4 - Certificates of Deposit
- 11.5 - Federal Funds
- 11.6 - Repurchase Agreements

Chapter 12 - Prices and Yields
- 12.1 - Structure of a Bond
- 12.2 - Price Yield Determination
- 12.3 - Price Yield Curve
- 12.4 - Yields
Chapter 13 -Buying and Selling Bonds
- 13.1 - Settlement Date
- 13.2 - Accrued Interest
- 13.3 - Accrued Interest (Actual)
- 13.4 - Accrued interest (30/360)
- Model 13.1 - Bond Calculator
Chapter 14 - The Term Structure of Interest Rates
- 14.1 - The Yield Structure
- 14.2 - Interest Rates Under Certainty
- 14.3 - Interest Rates Under Uncertainty
- 14.4 - Partial Periods and Compounding
- 14.5 - Deriving the Term Structure from Coupon Bonds
Chapter 15 - Duration
- 15.1 - Duration, Income, and Capital Gain
- 15.2 - Price Volatility
- 15.3 - Calculating Duration I
- 15.4 - Calculating Duration II
- 15.5 - Volatility and Modified Duration
- 15.6 - Portfolio Duration
- Model 15.1 - Duration & Convexity
- Model 15.2 - Modified Duration
Chapter 16 - Immunization
- 16.1 - Immunizing a Bond Portfolio
- 16.2 - The Failure to Immunize
- 16.3 - Immunizing the Portfolio
- 16.3 - Immunization in Practice

Chapter 17 - Government Bonds
- 17.1 - Treasury Securities
- 17.2 - Pricing Treasury Notes and Bonds
- 17.3 - Federal Agencies
- 17.4 - International Government Bonds
Chapter 18 - Municipal Bonds
- 18.1 - Types of Municipal Bonds
- 18.2 - Issuing Agencies
- 18.3 - Tax Treatment
- 18.4 - Municipal Bond Markets
Chapter 19 - Corporate Bonds
- 19.1 - Corporate Bond Indenture
- 19.2 - Call Provisions
- 19.3 - The Risk Structure
- 19.4 - Convertible Bonds
- 19.5 - Trading in Corporate Bonds
- 19.6 - Bond Market Indices
- 19.7 - Medium Term Notes
- 19.8 - Preferred Stock
- 19.9 - Warrants
- 19.10 - Foreign Bonds
Chapter 20 - Asset Backed Securities
- 20.1 - Investment Companies
- 20.2 - Unit Investment Trusts
- 20.3 - Open-End Investment Companies (Mututal Funds)
- 20.4 - Closed-End Investment Companies
- 20.5 - Mortgage Backed Securities
- 20.6 - Securitization
- 20.7 - Prepayment Risk
- 20.8 - Collaterized Mortgage Obligations
- 20.9 - Other Securitized Assets

Chapter 27 - Swap Agreements
- 27.1 - Interest Rate Swap Agreements
- 27.2 - Currency Swaps
- 27.3 - Total Return Swaps
- 27.4 - Credit Default Swaps
- 27.5 - Interest Rate Agreements
Chapter 28 - Market Innovations
- 29.1 - Pollution Allowances
- 29.2 - Drop Options