I've long admired the lifestyle of university professors, and this site just stokes my desire for such perks of the occupation. Campbell R. Harvey, Ph.D., is a professor of finance at Duke University who has posted a series of video lectures on asset management. From portfolio theory to short selling to option pricing, the material gets quite specific. Harvey gets so involved in his material that he is actually entertaining to watch! He even throws in a bit of economics to make it complete. I downloaded the series on Global Financial Management, extracted the audio, and now I listen to it on my MP3 player while I eat lunch. Fascinating stuff...
http://faculty.fuqua.duke.edu/~charvey/Video/Digital_video.htm