FIN – Portfolio Analysis Hoang Huy Nguyen, Ph.D.

Spring, 2020 Associate Professor of Finance

University of Baltimore
hoangnguyen.fbf.neu@gmail.com

Dr. Hoang H. Nguyen is a visiting scholar during the Spring of 2020.

His academic credentials include:

Education:
Ph.D. from University of Central Florida
MS in Business/Finance from University of Baltimore

Courses taught:
At University of Baltimore
Finance and Accounting Analytics (FIN624)
Excel for Financial Analysis (FIN330)
International Financial Management – MBA (FIN720)
Corporate Finance – MBA (FIN640)
At University of Central Florida
International Financial Management (FIN4604)
Financial Markets (FIN3303)

Publication:

Market Reaction and Multiple Financial Restatements. Advances in Quantitative Analysis

of Finance and Accounting, 2017.
Day-of-the-Week Trading Patterns of Individual and Institutional Investors. Global
Business and Finance Review, 2014.
Analyst Coverage and Market Reaction around Stock Split Announcements. Applied
Financial Economics, 2012.
“The Effects of Listing Changes between NASDAQ Market Segments”, Journal of
Economics and Finance, 2011.
“The Information Content of Changes in Breadth of Institutional Ownership”, Journal of
Banking and Finance, 2011.
“The Effect of Option Listing and Momentum Return and Reversal”, Global Business
and Finance Review, 2011.
“Changes in the Liquidity of Closed-End Country Funds after the Introduction of the
World Equity Benchmarks,” Quarterly Review of Economics and Finance, 2009.

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Course Description

Course Materials
Option, Futures and Other Derivatives by John C. Hull. 10 th Pearson Publisher

Required Equipment

Laptop
Calculator

Laptop with MS Excel and Tableau installed.

We will have several sessions of empirical analysis in which you will you Excel and
Tableau to analyze stock and portfolio performance.

Performance Evaluation

Quiz:
4-10 quizzes will be given during regular class time. They are designed to give you an
opportunity to review and familiarize yourself with the material covered in class or to enhance
your understanding about important portfolio management issues.

Exams:
There will be 1 mid-term tests and 1 final exam. All are close-book, close-notes. Final exam will
be comprehensive. There will be no “make-up” test.
You will receive 0 for the test you miss unless you can provide appropriate documents. In this
case, your final exam will carry a combined weight (50-55%) in determining your course grade.

Grade:
Your weighted average grade will be based on the following schedule:
Mid-term Test #1 35%
Final Exam 45%
Quiz 10%
Attendance 10%

Grade Scale: Please note that grades/percentages will not be ‘rounded up’

A ≥ 90.0% B ≥ 80.0% C ≥ 70.0% D ≥ 60.0% F < 60.0%

Class attendance:
- Regular class attendance is required. I will not provide any information about previous
classes outside class or via email. In other words, come to class on time, listen, and ask
pertinent questions when appropriate. If you have to miss a class, it is your responsibility
to determine what you missed by communicating with your classmates.

Testing policy:
- All tests are closed-book/note

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 - No smart phone is allowed in the test.

Classroom code of conduct:

There is code of conduct that is expected of all students in this class. Violations and
nonprofessional behavior will result in deductions from your in-class grade.
- Class begins at the stated start time. Each student is expected to be in the classroom,
seated and ready to begin at the specified class starting time. It is understandable that a
student may be a few minutes late on rare occasions, but this should never be a habit.
Habitual late offenders will not only lose points for their in-class grade but will lose the
respect of your classmates and me.
- Turn off any electronic device is that might distract you, the instructor, or your
classmates. Cell phones should not be visible to you or to others.
- Text messaging, reading newspapers and magazines, playing on your computer and
working on other classes during class time are not permitted.

Academic Integrity
Any student caught in an act of academic dishonesty or cheating will immediately be assigned a
grade of “F” for the entire course.

TENTATIVE SCHEDULE

Session Chapter
1 Chapter1 – Introduction
Chapter 2 – Future market and Central counter parties
2 Chapter 3 – Hedging using Futures
3-4-5 Chapter 4 – Interest Rate
Excel for Bond pricing
Forward rate in Foreign Exchange Market
3-4-5 Chapter 5 – Determination of forward and future price
6 Chapter 6 – Introduction to Swaps
7 Chapter 8 – Securitization
Case study – Break from Derivatives
8 TEST 1
9 Chapter 10 – Mechanics of option market
10-11-12 Chapter 11 – Properties of stock option
10-11-12 Chapter 11 – Properties of stock option
Excel work

Chapter 12 – Trading strategies involving option

Excel work
13 Chapter 13 – Binomial trees
14 Chapter 15 – Introduction to the Black-Scholes-Merton Model
Case study – Break from Derivatives
Tableau software required