Financial Eco

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For getting access of recorded video lectures of Financial Economics for Economics (H) Semester V you need to register yourself at our website

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The Financial Economics – I Course for BA (Hons) Economics Semester V, Delhi University has been taught by Mr. Dheeraj Suri. The Video Lectures are based upon the books prescribed by the University of Delhi. The Duration of Video Lectures is approximately 40 Hours.

Course Fee : Rs. 6000

Access of Video Lectures is provided on one device, Windows Computer or Android Phone, till end of Semester V Exams.

Once You get the access you need to login and download our APP and all the lectures from your login account and play in your device.

You will Get

  • Full Course Video Lectures
  • Complete Study Material (PDF Notes) which includes Concepts, Previous Year Questions, Numerical Questions, MCQ’s and Important Questions
  • Online Discussion Forum to Post Your Queries to Discuss with Faculty & other fellow Students
  • Live online Doubts Sessions for resolution of Doubts
  • Mock Tests at the Website
  • Video Lectures Cover Theory Portions Exchaustively + Complete Solutions of Back Questions of readings + Solutions of Previous Years Papers + Large Number of Numericals

On Payment of Fee we will create your account on our website & you need to login and download all the lectures & our APP through that login account

Access of Video Lectures is provided on one device, Windows Computer or Android Phone, till end of the Semester V Exams

Payment Details

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Account Details

Dheeraj Suri

Saving Account Number

392010100053871

Axis Bank, Model Town Branch

Delhi – 110009

IFS Code : UTIB0000392

Payment App Details

GPay Number : +91 9811261671

PhonePe Number : +91 9811261671

Paytm Number : 9899192027

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Demo Lectures

Click Here for Reading List of Financial Economics

Course Content of Our Video Lectures

Lectures are as per the Latest Syllabus for 2021

Unit 1 : Investment Theory & Portfolio Analysis

Chapter 1 : Theory of Interest [102 Minutes]

Based Upon Chapter 5, Brealy

Number of Lectures 2 Lectures

Total Duration of Lectures 102 Minutes

Chapter 2 : Fixed Income Securities [376 Minutes]

Based Upon Chapter 3, David G. Luenberger

Number of Lectures 6 Lectures

Total Duration of Lectures 376 Minutes

Chapter 3 : Term Structure of Interest Rate [96 Minutes]

Based Upon Chapter 4, David G. Luenberger

Number of Lectures 2 Lectures

Total Duration of Lectures 96 Minutes

Unit 2 : Investment Theory & Portfolio Analysis

Chapter 4 : Mean Variance Portfolio Theory [230 Minutes]

Based Upon Chapter 6, David G. Luenberger

Number of Lectures 4 Lectures

Total Duration of Lectures 230 Minutes

Chapter 5 : The Capital Assets Pricing Model [192 Minutes]

Based Upon Chapter 7, David G. Luenberger

Number of Lectures 3 Lectures

Total Duration of Lectures 192 Minutes

Unit 3 : Futures, Options and Other Derivatives

Chapter 6 : Forward & Future Contract [144 Minutes]

Based Upon Chapter 2, Basu & Hull

Number of Lectures 2 Lectures

Total Duration of Lectures 144 Minutes

Chapter 7 : Futures Prices [107 Minutes]

Based Upon Chapter 5, Basu & Hull

Number of Lectures 3 Lectures

Total Duration of Lectures 107 Minutes

Chapter 8 : Hedging Using Futures [140 Minutes]

Based Upon Chapter 3, Basu & Hull

Number of Lectures 3 Lectures

Total Duration of Lectures 140 Minutes

Chapter 9 : Interest Rate Futures [70 Minutes]

Based Upon Chapter 6, Basu & Hull

Number of Lectures 2 Lectures

Total Duration of Lectures 70 Minutes

Chapter 10 : Mechanics of Options Market [134 Minutes]

Based Upon Chapter 10, Basu & Hull

Number of Lectures 3 Lectures

Total Duration of Lectures 134 Minutes

Chapter 11 : Properties of Stock Options [152 Minutes]

Based Upon Chapter 11, Basu & Hull

Number of Lectures 2 Lectures

Total Duration of Lectures 152 Minutes

Chapter 12 : Options Strategies [160 Minutes]

Based Upon Chapter 12, Basu & Hull

Number of Lectures 3 Lectures

Total Duration of Lectures 160 Minutes

Chapter 13 : Binomial Trees [60 Minutes]

Based Upon Chapter 13, Basu & Hull

Number of Lectures 3 Lectures

Total Duration of Lectures 130 Minutes

Chapter 14 : ITO’s Lemma [ Minutes]

Based Upon Chapter 14, Basu & Hull

Number of Lectures 1 Lectures

Total Duration of Lectures Minutes

Chapter 15 : The Black Scholes Merton Model [ Minutes]

Based Upon Chapter 15, Basu & Hull

Number of Lectures 3 Lectures

Total Duration of Lectures Minutes

Chapter 16 : The Greek Letters [ Minutes]

Based Upon Chapter 19, Basu & Hull

Number of Lectures 1 Lectures

Total Duration of Lectures Minutes

End of Syllabus

Syllabus for Financial Economics as prescribed by University of Delhi

HE-54-Financial-Economics-Syllabus

Course Description

Financial Economics (HE54)

Discipline Specific Elective (DSE) Credit: 6

Course Objective

This course provides a strong theoretical foundation and an economic framework to understand the world of modern finance. Major topics in the course include: time value of money; fixed-income securities; bond pricing and the term structure of interest rates; portfolio theory and pricing models such as the capital asset pricing model; hedging, speculation, and arbitrage; futures and options contracts; determination of forward and futures prices; trading strategies involving options; binomial trees; and the Black-Scholes-Merton option pricing model

Course Learning Outcomes

Students acquire extensive theoretical knowledge in portfolio risk management, capital asset pricing, and the operation of financial derivatives. The course familiarises students with the terms and concepts related to financial markets and helps them comprehend business news/articles better. The course also helps to enhance a student’s understanding of real life investment decisions. The course has a strong employability quotient given the relatively high demand for skilled experts in the financial sector.

Unit 1

Investment theory and portfolio analysis: deterministic cash flow streams; basic theory of interest; discounting and present value; internal rate of return; evaluation criteria; fixed-income securities; bond prices and yields; interest rate sensitivity and duration; immunisation; the term structure of interest rates; yield curves; spot rates and forward rates

Unit 2

Single period random cash flows; mean-variance portfolio theory; random asset returns; portfolios of assets; portfolio mean and variance; feasible combinations of mean and variance; mean-variance portfolio analysis: the Markowitz model and the two-fund theorem; risk-free assets and the one-fund theorem. CAPM: the capital market line; the capital asset pricing model; the beta of an asset and of a portfolio; security market line; use of the CAPM model in investment analysis and as a pricing formula; the CAPM as a factor model, arbitrage pricing theory

Unit 3

Futures, options and other derivatives: introduction to derivatives and options; forward and futures contracts; options; other derivatives; the use of futures for hedging, stock index futures; forward and futures prices; interest rate futures and duration-based hedging strategies, option markets; call and put options; factors affecting option prices; put-call parity; option trading strategies: spreads; straddles; strips and straps; strangles; the principle of arbitrage; discrete processes and the binomial tree model; risk neutral valuation; stochastic process (continuous variable, continuous time), the Markov property, Itô’s lemma; the idea underlying the Black Scholes-Merton (BSM) differential equation, BSM pricing formulas; the Greek letters

References

  1. Brealey, R., Myers, S., Allen, F., Mohanty, P. (2013). Principles of corporate finance, 10th ed. Tata McGraw-Hill.
  2. Hull, J., Basu, B. (2017). Options, futures, and other derivatives, 9th ed. Pearson Education.
  3. Luenberger, D. (2013). Investment science. Oxford University Press.