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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