Course Announcements

Course Outline

Case #1 [Monthly Swiss Stock Returns, due: 5/24/17]

Case #2 [Daily Stock Returns for Galenica and Relypsa, due: 5/31/17]

Case #3 [Fund Performance Evaluation, due: 6/5/17]

Case #4 [Options & Futures Pricing, due: 6/7/17]

Sample exam questions

Final Exam [6/9/2017, 8:30-10:00 AM]

Course Grades

Introduction to the Course [PDF handout]

Statistical Properties of Stock Returns [PDF handout]

Stock Market Volatility [PDF handout]

Bond Markets and Interest Rates

Portfolio Theory and Practice


Efficient Capital Markets

Anomalies and Liquidity

Portfolio Evaluation and Management

Option Pricing

Futures Pricing

Excal Data Files

Stock Return Data

Stock Return Data [zipped Excel file]

Interest Rate Data

Interest Rate Data [zipped Excel file]

Portfolio Return Data

Portfolio Return Data [zipped Excel file]

Swiss ADR Return Data


CAPM Data [zipped Excel file]

Efficient Markets Data

Efficient Markets Data [zipped Excel file]

DFA Returns Data

DFA Returns Data [zipped Excel file]

Mutual Fund Returns Data

Mutual Fund Returns Data [zipped Excel file]

Option Pricing Data

Option Pricing Data [zipped Excel file]

Black-Scholes Option Pricing Spreadhseet

Black-Scholes Option Pricing Spreadhseet [zipped Excel file]

Futures Pricing Data

Futures Pricing Data [zipped Excel file]

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Last Updated on 6/4/2017