Foundations of Finance — Fall 2026 (NYU Madrid)
📢 Course Progress, Key Dates & Exams
- Final Exam Period: Wednesday, December 9 – Friday, December 11, 2026.
- Target Date: Wednesday, December 9, 2026 (in class / final period).
- Weight: 45% of the overall course grade.
- Format: Comprehensive exam covering Asset Pricing, Multi-Factor Models, Market Efficiency, and Derivative Instruments (Options, Futures & Swaps).
- Midterm Exam: Completed on October 19, 2026 (solutions reviewed in Session 15).
- Current Module — Portfolio Theory & Asset Pricing:
- Modern Portfolio Theory (MPT), Diversification & Risk-Return trade-off.
- Efficient Frontier, Optimal Risky Portfolio & Capital Allocation Line (CAL).
- Capital Asset Pricing Model (CAPM): Beta vs. Volatility, Security Market Line (SML), and Systematic Risk.
- Upcoming Assignments: Problem Sets 3 & 4.
🧭 Course Structure & Core Blocks
- Covered Topics:
- Financial Assets & Market Mechanics (Equities, Debt, Derivatives, Leverage & Short Sales)
- Time Value of Money (PV, FV, Compounding, Annuities & Perpetuities)
- Fixed Income Valuation (Bond Pricing, Yields, Holding Period Return, Duration)
- Equity Valuation (Dividend Discount Models, Growth Opportunities, Multiples)
- Project Valuation & Capital Budgeting (Cash Flows & NPV)
- Risk, Return & Modern Portfolio Theory (Expected Return, Volatility, Covariance, Diversification)
- Asset Pricing & Cost of Capital (CAPM, Beta, Systematic vs. Unsystematic Risk)
🔗 Links & Resources
Presentaciones
Resúmenes y transcripciones