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Lecture Notes



Lecture Notes

The following class notes correspond to the lecture topics outlined in the calendar section.

Lecture 1: Introduction (PDF)
Lecture 2: Securities, Random Walk on Wall Street (PDF)
Lecture 3: Portfolio Theory Part 1: Setting up the Problem (PDF)
Lecture 4: Portfolio Theory Part 2: Extensions (PDF)
Lecture 5: Portfolio Theory Part 3: Optimal Risky Portfolio (PDF)
Lecture 6: The CAPM and APT Part 1: Theory (PDF)
Lecture 7: Applications and Tests (PDF)
Lecture 8 & 9: The Equity Market: Cross Sectional Variation in Stock Returns (PDF)
Lecture 10: Equity Options Part 1: Pricing (PDF)
Lecture 11: Equity Options Part 2: Empirical Evidence (PDF)
Lecture 13: The Fixed Income Market Part 1: Introduction (PDF)
Lecture 14: The Fixed Income Market Part 2: Time Varying Interest Rates and Yield Curves (PDF)
Lecture 15: Forwards, Futures & Swaps (PDF)
Lecture 16: Risk Management (PDF)
Lecture 17: The Credit Market Part 1: Modeling Default Risk (PDF)
Lecture 18: The Credit Market Part 2: Credit Derivatives (PDF)
Lecture 19: Security Analysis (PDF)
Lecture 20: Active Portfolio Management (PDF)
Lecture 21: Hedge Funds (PDF)
Lecture 22: Market Efficiency (PDF)
Lecture 23: Commodities (PDF)



 



 








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