MakENMG 602 Introduction to Financial Engineering | Fall 2024
Instructor: Bacel Maddah
Syllabus
Class Notes
Introduction to Financial Accounting (Chapter 1, Antle)
Introduction to Financial Accounting (Chapter 1, Antle)
Balance Sheet Concepts I (Chapter 2, Antle)
Balance Sheet Concepts II (Chapter 2, Antle)
Start of Emergency Online Teaching
Week Starting October 7. Income Statement Concepts (Chapter 3, Antle). Videos
Week Starting October 14. Statement of Cash Flows (Chapter 4, Antle). Videos.
Period from October 21 to November 4. Accounting Framework, Asset and Company Valuation, and GAAP Limitations (Chapters 5-7, Antle). Videos
November 6. The Basic Theory of Interest I (Chapter 2, Luenberger). Videos
Week Starting November 10. The Basic Theory of Interest II (Chapter 2, Luenberger). Excel Example on Estimating the IRR. Videos
November 20 & December 2. Fixed-Income Securities (Chapter 3, Luenberger). Videos.
December 4. The Term Structure of Interest Rate (Chapter 4, Luenberger, abridged). Excel Example on Building the Term Structure. Videos
Last week. Applied Interest Rate Analysis (Chapter 5, Luenberger). Excel Examples on Capital Budgeting and Cash Matching. Videos
Homework Assignments
Online submission instructions (to be followed strictly).
HW 1 Questions 1.4, 1.5, 1.6, 1.7, 1.9, P1-3(a), C1-2 (Antle problems book). Due Mon Sep 16, 2024.
HW 2 Questions 2.18, 2.19, E2-7, C2-2 (Antle problems book). Due Mon Oct 13. Upload here.
HW 3 Questions 3.2-3.5 , E3-3, P3-2 (Antle problems book). Due Mon Oct 20. Upload here.
HW 4 Questions 4.4 – 4.8, P4-2, C4-4 (Antle problems book). Due Mon Oct 27. Upload here.
HW 5 Question 5.22, C5-1, Questions 6.17 and 6.19, E6-8, C6-6 (c,m,n). Due Mon Nov 4, 2 PM. Upload here.
HW 6 Exercises 2.2, 2.6, 2.8, 2.12, 2.14 (Luenberger book). Due Mon Nov 25. Upload here.
HW 7 Exercises 3.3, 3.4, 3.5, 3.14, 3.16 (Luenberger book). Due Wed Dec 4. Upload here.
Paper Project
Links
Bloomberg | Yahoo Finance | WSJ | Morningstar
Taleb delivers AUB’s commencement speech
What markets bet President Trump will do (especially Minute 17 onward)