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

CAPM

Efficient Capital Markets

Anomalies and Liquidity

Portfolio Evaluation and Management

Option Pricing

Futures Pricing

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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

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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