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Corporate Finance Tutoring
Valuation, capital budgeting, WACC, cost of capital, and graduate finance problem solving.
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DCF and Valuation
Discounted cash flow, enterprise value, terminal value, and forecast-based valuation logic.
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Capital Budgeting
NPV, IRR, project ranking, cash flow identification, and investment decision logic.
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WACC and Cost of Capital
CAPM, beta, leverage, project risk, and matching discount rates to finance decisions.
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Finance Why Hub
Browse short conceptual explanations across valuation, capital budgeting, cost of capital, and finance topics.
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Valuation and WACC Errors
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Corporate finance finally made sense once valuation, WACC, and project cash flows were explained step by step.
Helped me understand DCF, terminal value, and NPV much faster than my lecture notes ever did.
I was stuck on a finance assignment and got clear help with the setup, spreadsheet logic, and final write-up.
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Corporate Finance & Portfolio Theory Concept Explanations (WHY)
Each item below is a one-sentence, exam-ready explanation. Live WHY pages are linked; proposed WHYs are included for academic completeness and future expansion.
Corporate Finance (Live WHY Pages)
- Why is NPV better than IRR for managerial decisions? — NPV measures dollar value creation using the correct discount rate, while IRR can mis-rank projects and fails with nonstandard cash flows.
Portfolio Theory (Live WHY Pages)
- Why does the minimum-variance portfolio not depend on expected returns? — The MVP solves a pure risk minimization problem, so only the covariance matrix matters.
- Why is the global minimum-variance portfolio unique? — With a positive definite covariance matrix, the variance function is strictly convex, yielding a single minimizer.
Financial Mathematics (Live WHY Pages)
- Why does compounding and discounting convert money across time? — Interest rates define growth/discount factors that translate cash flows to a common date.
- Why do perpetuities have a simple formula but annuities do not? — Perpetuities form infinite geometric series; annuities require subtracting a finite tail.
- Why does the annuity formula look like a perpetuity minus a tail? — You price an infinite stream and subtract the payments that occur after the annuity ends.
- Why is a bond’s price equal to the present value of its future cash flows? — Arbitrage forces bond prices to equal discounted coupons and principal.
- Why does modified duration underestimate bond price changes? — Duration is a linear approximation that ignores convexity.
- Why does convexity make bond prices rise more than they fall? — The price–yield curve is curved, so equal yield decreases produce larger gains than equal increases produce losses.
- Why does put–call parity break? — Violations of assumptions (carry costs, dividends, frictions) create arbitrage or mispricing signals.
- Why are risk-neutral probabilities not real probabilities? — They are pricing weights chosen to enforce no-arbitrage, not beliefs about outcomes.
- Why are the inputs to the Black–Scholes model meaningful? — Each input maps to a specific economic driver of option value.
Corporate Finance (Proposed WHYs)
- (proposed) Why does WACC represent the firm’s opportunity cost of capital? — It averages required returns across debt and equity weighted by market value.
- (proposed) Why does IRR fail with nonstandard cash flows? — Multiple sign changes create multiple IRRs or none at all.
- (proposed) Why does DCF valuation require free cash flow? — FCF isolates cash available to investors after operations and reinvestment.
- (proposed) Why does capital structure affect firm value under taxes? — Interest deductibility creates a tax shield that increases value.
- (proposed) Why does APV separate financing effects from operating value? — It values the unlevered firm and adds financing side effects explicitly.
- (proposed) Why do comparable multiples require peer consistency? — Differences in growth, risk, or accounting distort multiples.
Portfolio Theory (Proposed WHYs)
- (proposed) Why does diversification reduce risk? — Combining imperfectly correlated assets lowers portfolio variance.
- (proposed) Why does the efficient frontier represent optimal portfolios? — It contains portfolios with maximum return for each risk level.
- (proposed) Why does CAPM link expected return to beta? — Beta measures systematic risk, the only priced risk in CAPM.
- (proposed) Why does the tangency portfolio maximize the Sharpe ratio? — It yields the highest risk-adjusted return.
- (proposed) Why does adding a risk-free asset create a straight capital market line? — Mixing risk-free and risky assets creates linear combinations of return and risk.
Financial Mathematics (Proposed WHYs)
- (proposed) Why does discounting reflect opportunity cost? — Money today can earn returns, so future cash flows must be adjusted.
- (proposed) Why do zero-coupon bonds simplify yield calculations? — They have a single cash flow, eliminating reinvestment assumptions.
- (proposed) Why does convexity improve duration-based estimates? — It adds curvature to better approximate price changes.
- (proposed) Why does risk-neutral pricing simplify derivatives valuation? — It prices assets by discounting expected payoffs under no-arbitrage probabilities.
Corporate Finance Textbooks
Common texts used in graduate corporate finance, valuation, capital budgeting, and cost-of-capital courses.
Core Corporate Finance Textbooks
Valuation and DCF
Capital Budgeting and Project Finance
Cost of Capital and Capital Structure
Corporate Finance Courses in California and Online Graduate Programs
Below are representative corporate finance-focused courses common in California-area graduate programs and online graduate study.
Graduate Corporate Finance Courses
- UCLA Anderson — Corporate Finance — time value, capital structure, and payout policy.
- USC Marshall — Corporate Finance — valuation logic, financing choices, and agency issues.
- UC Berkeley Haas — Corporate Finance — capital budgeting, cost of capital, and firm value.
- Stanford GSB — Finance I — NPV, IRR, WACC, and financing decisions.
Valuation and Financial Statement Analysis
- UCLA Anderson — Valuation — DCF, multiples, and valuation under uncertainty.
- USC Marshall — Financial Statement Analysis — accounting linkages and valuation implications.
- UC Berkeley Haas — Valuation — DCF, comps, and terminal value sensitivity.
- Stanford GSB — Financial Analysis — interpreting statements for decisions.
Capital Budgeting and Applied Finance
- UCLA Anderson — Applied Corporate Finance — project evaluation and financing decisions.
- USC Marshall — Financial Decision Making — capital budgeting and real-world finance cases.
- UC Irvine Merage — Finance for Managers — corporate decision rules and value creation.
Online Graduate Programs
- Liberty — Managerial Finance — time value, valuation, and capital budgeting.
- SNHU — Financial Management — capital budgeting and financial decision-making.
- Purdue Global — Financial Statement Analysis — interpreting statements for decisions.
- GCU — Financial Management — valuation basics and capital budgeting decisions.
Corporate Finance Video Lessons
Short walkthroughs covering NPV, IRR, WACC, CAPM, valuation, leverage, and capital budgeting.