You tin acquire to a greater extent than virtually the course of educational activity in addition to sign upward for it on the Coursera website here. (Part 2 , which follows this saltation is here. Part ane in addition to 2 volition live on completely dissever Coursera classes , in addition to thence guide hold what yous want.)
The videos in addition to quizzes guide hold been useful for people who are non "taking" the course of educational activity , or equally supplementary materials for people teaching regular classes. I taught my PhD course of educational activity past times quest the students to spotter the videos earlier coming to course of educational activity , which allowed a higher marker discussion. Feel costless to role these resources whatever means yous wish!
While we're at it , I keep a department of my interrogation website alongside extra materials for people using the Asset Pricing majority inwards classes , here , in addition to my teaching materials from MBA in addition to PhD classes are here
To whet your appetite , hither is the syllabus from the 2 classes.
Part ane syllabus:
- Week 1: Stochastic Calculus Introduction in addition to Review. dz , dt in addition to all that.
- Week 2: Introduction in addition to Overview. Challenging Facts in addition to Basic Consumption-Based Model.
- Week 3:
- Classic issues inwards Finance
- Equilibrium , Contingent Claims , Risk-Neutral Probabilities.
- Week 4: State-Space Representation , Risk Sharing , Aggregation , Existence of a Discount Factor.
- Week 5: Mean-Variance Frontier , Beta Representations , Conditioning Information.
- Week 6: Factor Pricing Models -- CAPM , ICAPM in addition to APT.
- Week 7: Econometrics of Asset Pricing in addition to GMM.
- Final Exam
- Week 1: Factor pricing models inwards action
- The Fama in addition to French model
- Fund in addition to functioning evaluation.
- Week 2: Time serial predictability , volatilty in addition to bubbles.
- Week 3: Equity premium , macroeconomics in addition to property pricing.
- Week 4: Option Pricing.
- Week 5: Term construction models in addition to facts.
- Week 6: Portfolio Theory.
- Final Exam
Tag :
Finance
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