Asset Pricing Mooc

The novel together with improved online version of my PhD shape "Asset Pricing Part 1" volition opened upwards for employment organisation Jan 18.

You tin larn to a greater extent than close the shape together with sign upwards for it on the Coursera website here. (Part 2, which follows this throttle is here. Part one together with 2 volition endure completely dissever Coursera classes, together with thence accept what y'all want.)

The videos together with quizzes direct hold been useful for people who are non "taking" the class, or equally supplementary materials for people instruction regular classes. I taught my PhD shape past times bespeak the students to lookout the videos earlier coming to class, which allowed a higher score discussion. Feel gratis to role these resources whatever agency y'all wish!

While we're at it, I hold a department of my interrogation website amongst extra materials for people using the Asset Pricing majority inwards classes, here, together with my instruction materials from MBA together with PhD classes are here

To whet your appetite, hither is the syllabus from the ii classes.

Part one syllabus:

• Week 1: Stochastic Calculus Introduction together with Review. dz, dt together with all that. 
• Week 2: Introduction together with Overview. Challenging Facts together with 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 together with APT. 
• Week 7: Econometrics of Asset Pricing together with GMM.  
• Final Exam

Part 2 syllabus: 

• Week 1: Factor pricing models inwards action
  • The Fama together with French model
  • Fund together with functioning evaluation.
• Week 2: Time serial predictability, volatilty together with bubbles.
• Week 3: Equity premium, macroeconomics together with property pricing.
• Week 4: Option Pricing.
• Week 5: Term construction models together with facts.
• Week 6: Portfolio Theory.
• Final Exam