Instructor's Manual for 

"Security Analysis, Portfolio Management and Financial Derivatives"

2nd Edition



Cheng-Few Lee 
Rutgers University, New Brunswick

Joseph E. Finnerty
University of Illinois, Urbana

Alice C. Lee
State Street Corp., Boston

John Lee
Center for PBBEF Research

Donald H. Wort
California State University, Hayward


 

 

CONTENTS
PowerPoint for Chapter 1 Supplement for Chapter 1
1.   Introduction

PowerPoint for Chapter 2, Appendix 2A & B, Supplement for Chapter 2
2.   Accounting Information and Regression Analysis

PowerPoint for Chapter 3, Appendix 3A
3.   Common Stock: Return, Growth, and Risk

PowerPoint for Chapter 4
4.   Introduction to Valuation Theories

PowerPoint for Chapter 5, Appendix 5A
5.   Bond Valuation and Analysis

PowerPoint for Chapter 6, Appendix 6A
6.   The Uses and Calculation of Market Indexes

PowerPoint for Chapter 7
7.   Sources of Risks and Their Determination

PowerPoint for Chapter 8, Appendix 8A
8.   Risk-Aversion, Capital Asset Allocation, and Markowitz Portfolio-Selection Model

PowerPoint for Chapter 9. Appendix 9A
9.   Capital Asset Pricing Model and Beta Forecasting

PowerPoint for Chapter 10, Appendix 10A & B & C
10. Index Models for Portfolio Selection

PowerPoint for Chapter 11, Appendix 11 A & B & C & D & E
11. Performance-Measure Approaches for Selecting Optimum Portfolios

PowerPoint for Chapter 12
12. The Efficient-Market Hypothesis and Security Valuation

PowerPoint for Chapter 13, Appendix 13A & B
13. Arbitrage Pricing Theory and Intertemporal Capital Asset Pricing Model

PowerPoint for Chapter 14
14. Futures Valuation and Hedging

PowerPoint for Chapter 15
15. Commodity Futures, Financial Futures, and Stock-Index Futures

PowerPoint for Chapter 16
16. Options and Option Strategies

PowerPoint for Chapter 17, Appendix 17A
17. Option Pricing Theory and Firm Valuation

PowerPoint for Chapter 18, Appendix 18A
18. Decision Tree and Microsoft Excel Approach for Option Pricing Model

PowerPoint for Chapter 19, Appendix 19 A & B
19. Normal, Log-Normal Distribution, and Option Pricing Model

PowerPoint for Chapter 20
20. Comparative Static Analysis of the Option Pricing Models

PowerPoint for Chapter 21, Appendix 21A
21. Security Analysis and Mutual Fund Performance

PowerPoint for Chapter 22, Appendix 22A
22. International Diversification and Asset Pricing

PowerPoint for Chapter 23
23. Bond Portfolios: Management

PowerPoint for Chapter 24
24. Portfolio Insurance and Synthetic Options

PowerPoint for Chapter 25
25. Capturing Equity Risk Premia

PowerPoint for Chapter 26, Appendix 26 A & B
26. Simultaneous Equation Models for Security Valuati

PowerPoint for Chapter 27, Appendix 27A
27. Itˆo’s Calculus: Derivation of the Black–Scholes Option Pricing Model