FIN 5320
  • Home
  • Syllabus
  • Notes
  • Slides
  • Problem Sets
  • Project
  • In-Class Material
  1. Slides
  • Slides
    • Statistics of Asset Returns
    • Utility Theory Under Uncertainty
    • Optimal Capital Allocation
    • Risky Portfolios and the CAPM
    • Perfect Correlation
    • The Index Model
    • Bond Pricing
    • Forward Rates
    • Interest Rate Risk
    • The Fisher Model

On this page

  • Portfolio Theory
  • Fixed Income
  • Supplementary Slides
  • Printing the Slides

Slides

These are the slide decks used in class. Each deck accompanies the corresponding chapter of the class notes and opens in a new tab.

Portfolio Theory

Topic Date Slides
Statistics of Asset Returns 8/24-26 Slides
Utility Theory Under Uncertainty 8/31 Slides
Optimal Capital Allocation 9/2 Slides
Portfolios of Risky Assets 9/9 Slides
Perfect Correlation 9/14 Slides
The Index Model 9/21 Slides

Fixed Income

Topic Date Slides
Bond Pricing 9/23 Slides
Forward Rates 9/28 Slides
Interest Rate Risk Management 9/30 Slides

Supplementary Slides

These decks are not part of the assigned schedule, but you may find them useful as background or as further reading.

Topic Slides
The Fisher Model Slides

Printing the Slides

To print a deck as a PDF document:

  • Open the presentation and press e
  • Open the in-browser print dialog (CTRL/CMD+P).
  • Change the Destination setting to Save as PDF.
  • Change the Layout to Landscape.
  • Change the Margins to None.
  • Enable the Background graphics option.
  • Click Save.

Content 2025 by Lorenzo Naranjo

 

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