You tin larn to a greater extent than almost the bird as well as sign upwardly for it on the Coursera website here. (Part 2, which follows this jump is here. Part one as well as 2 volition hold upwardly completely dissever Coursera classes, as well as thence direct hold what you lot want.)
The videos as well as quizzes direct hold been useful for people who are non "taking" the class, or equally supplementary materials for people pedagogy regular classes. I taught my PhD bird yesteryear hollo for the students to lookout adult man the videos earlier coming to class, which allowed a higher bird discussion. Feel gratis to purpose these resources whatever means you lot wish!
While we're at it, I hold a department of my inquiry website amongst extra materials for people using the Asset Pricing mass inwards classes, here, as well as my pedagogy materials from MBA as well as PhD classes are here
To whet your appetite, hither is the syllabus from the 2 classes.
Part one syllabus:
- Week 1: Stochastic Calculus Introduction as well as Review. dz, dt as well as all that.
- Week 2: Introduction as well as Overview. Challenging Facts as well as 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 as well as APT.
- Week 7: Econometrics of Asset Pricing as well as GMM.
- Final Exam
- Week 1: Factor pricing models inwards action
- The Fama as well as French model
- Fund as well as surgery evaluation.
- Week 2: Time serial predictability, volatilty as well as bubbles.
- Week 3: Equity premium, macroeconomics as well as property pricing.
- Week 4: Option Pricing.
- Week 5: Term construction models as well as facts.
- Week 6: Portfolio Theory.
- Final Exam
