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Professor André FARBER
Solvay Business School
Université Libre de Bruxelles
Finance (Vietnam)
July 12, 2006
Excel solutions for ABYZ(A) and (B) have been posted.
July 10, 2006
The exam is scheduled at this end of this week. I expect that you are all
working hard to prepare it.
Here are the formulas
that you will receive with the questions.
April 21, 2006
As indicated while in Hanoi,
I will update the website to include files used during the course.
Today, I have put two files:
Bond valuation: the Power Point
slides used in class
..Capital structure: the Excel file used to illustrate capital structure and
WACC calculations
New on this site:
Updated files while in Hanoi and HCMC (April 2004)
Bond
Valuation and Duration (Excel file)
Asset Liability Management (ALM)
and Duration (Excel File)
Electraviet (Excel
file)
Capital
budgeting without and with inflation (Excel file)
Microsoft and
S&P500 illustration (Excel file)
Discrete
probability distribution Monte Carlo Simulation (Excel file)
Normal
distribution, confidence interval, Value at Risk (Excel file)
Portfolio decisions (Excel
file)
Beta (Power point
presentation)
1-period
option pricing model (Excel file)
Course review (Power
point)
Update for courses taught in April 2004 (posted 29/3/2004)
How to prepare the 2004 exam (posted 17/4/2004)
Solutions to A.Farber's problems see below (posted
24/5/2000)
Solutions to end of chapters problems in RWJ (Excel
Files)
4th ed. Chap 3 to 10, Chap 21
5th ed. Chap 3 to 10, Chap 21
6th ed. Chap 3 to Chap 25
You will find this site:
1. Class notes for my course
2. Problems to accompany my course
3. Past exams
4. Slides of past conferences in Hanoi
1. Class notes and cases
Course outline
Case Session 1: Electraviet
Class note 1: introduction
Class note 2: capital budgeting -
review
Class note 3: bond valuation
Class note 3 : bond
valuation (revised April 2006) NEW
Class note 4: stock valuation
Case Session 2: Asian Balanced Fund
Class note 5: introduction to risk
Class note 6: portfolio selection
Case Session 3: Tran Do
Class note 7: risk and expected
return
Case Session 4: ABYZ (A) + Excel Solution NEW
Class note
8 : capital structure (1)
Case Session 5: ABYZ (B) + Excel Solution NEW
Class note 9:
capital structure (2)
Class note 10: APV and
WACC
Capital
structure Excel illustration NEW
Case Session 6: Hong Kong Telecom
Class note 11: introduction to options
2.
Problems
Foundations of
finance: Ms Xuan (Solution)
Present value: Vietnacom (Solution)
Bond valuation: Trung Bo (Solution) Sea Bank (Solution)
Stock valuation: Saigon
Airport Company
Risk and expected
return: Aunt Dao (Solution), Tran Nam (Solution)
3.
Past exams
Exam 1997
Exam 2000
Exam Hanoi 2002
Exam Saigon 2002
4.
Conferences in Hanoi
Conference 1:
Capital budgeting and Net Present Value
1. Foundations
2. Cost of capital
3. Financing
Conference 2: Beyond Net Present Value: Real Options
1. Introduction
2. Valuing
financial options
3. Valuing
real options
Last update: 29/03/02
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