Course AnnouncementsCourse AnnouncementsCase #1 [Monthly Swiss Stock Returns, due: 6/4/18]
Case #2 [Event Study for Credit Suisse and Deutsche Bank, due: 6/8/18]
Case #3 [Hedging with VIX ETFs, due: 6/15/18]
Final Exam [6/18/2018, 8:30-10:00 AM]
Greeting from the Instructor [2 minutes]
Introductory Powerpoint presentation [13 minutes]
Introduction to the Course [PDF handout]
The course outline [9 minutes]
Course expectations [20 minutes]
Course expectations [PDF handout]
Statistical Properties of Stock Returns [36 minutes]
Statistical Properties of Stock Returns [PDF handout]
The Excel spreadsheet that was used to calculate the statistics and graphs in the prior PowerPoint presentation [27 minutes]
Stock Market Volatility [57 minutes]
Stock Market Volatility [PDF handout]
An Excel spreadsheet illustrating Market Model regressions [BRN481_MM spreadsheet] [21 minutes]
Further analysis of the Excel spreadsheet illustrating Market Model regressions [BRN481_MM spreadsheet] [13 minutes]
Market Model regressions [PDF handout]
Bond Markets and Interest Rates
Portfolio Evaluation and Management
Stock Index Return Data [Excel file]
Stock Index Return Data [zipped Excel file]
Apple Stock Return Data [Excel file]
Apple Stock Return Data [zipped Excel file]
Daily Stock Returns to Apple, Xerox and Goldman Sachs, and Market Returns, 2000-2018 [Market Model examples -- Excel file]
Daily Stock Returns to Apple, Xerox and Goldman Sachs, and Market Returns, 2000-2018 [Market Model examples -- 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 Implied Volatility Spreadsheet
Black-Scholes Implied Volatility Spreadsheet [zipped Excel file]
Futures Pricing Data [zipped Excel file]
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