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Professor André FARBER
Solvay Business School
Université Libre de Bruxelles
Francqui LeerstoelVUB\15
Lecture 5 Options and optimal capital structure.ppt
VUB 2004-2005
OPTIONS
Inaugural
rede
Text of
inaugurale rede
Slides of inaugurale rede
Lecture 1 Black Scholes and Beyond
Lecture 1 – Summary
Lecture 1 – Illustrations (Excel)
Lecture 1 – Slides
Teaching note: Binomial
option pricing model
Lecture 2 Options and Portfolio Management
Lecture 2 – Summary
Lecture 2 – Illustrations (Excel)
Lecture 2 –
Slides
Readings
Lehman-Brother
– Equity Linked Notes: Introduction
Rubinstein
– The Real World Pitfalls of Portfolio Insurance
Robeco
–Eerste reverse convertible op beleggingsfond
VUB\14 Lecture
4 Risky debt - Merton.ppt
Lecture 3 Options and Capital Budgeting: Real
Options
Lecture 3 - Slides
Lecture 4: Options and Risky Debt: Modigliani
Miller Revisited
Lecture 4 - Slides
Lecture 5: Options and Capital Structure: How
Much Debt is Optimal
Lecture
5 - Slides
Last update : 19 April 2005
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