Introduction to Finance¶
Course Information¶
- Semester: Spring 2024
- School: Guanghua School of Management
- Instructor: Mai Li
- Language: English
Course Content¶
This course provides a preliminary yet comprehensive understanding of what the financial market is and how it works. The course contains an introduction to financial markets, asset pricing models, derivatives pricing models, and some other necessary knowledge of finance. The course is organized into 22 chapters, listed as follows:
- Introduction
- Allocating Resources Over Time
- Asset Classes
- Trading, Margin and Short Sale
- Stock Market Indexes
- Funds
- Historical Returns on Risky Portfolios
- Introduction to Portfolio Choice
- Constructing Portfolios
- Optimal Risky Portfolios
- Markowitz Portfolio Selection Model
- Index Models
- Capital Asset Pricing Model
- Arbitrage Pricing Theory
- Bond Prices and Yields
- The Term Structure of Interest Rates
- Equity Valuation
- Option Strategies and Put-Call Parity
- Options Pricing
- Futures
- Structured Finance
- Financial Fragility
Note: Some necessary graphics are missing in my notes, so some extra information may be needed to fully comprehend my notes.
Online Resources¶
This course covers a plethora of concepts, and in many cases online resources can help us understand these concepts.