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]
Final Exam [6/9/2017, 8:30-10:00 AM]
Introduction to the Course [PDF handout]
Statistical Properties of Stock Returns [PDF handout]
Stock Market Volatility [PDF handout]
Bond Markets and Interest Rates
Portfolio Evaluation and Management
Stock Return Data [zipped Excel file]
Interest Rate Data [zipped Excel file]
Portfolio Return Data [zipped Excel file]
CAPM Data [zipped Excel file]
Efficient Markets Data [zipped Excel file]
DFA Returns Data [zipped Excel file]
Mutual Fund Returns Data [zipped Excel file]
Option Pricing Data [zipped Excel file]
Black-Scholes Option Pricing Spreadhseet
Black-Scholes Option Pricing Spreadhseet [zipped Excel file]
Futures Pricing Data [zipped Excel file]