Lectures
The course syllabus is below:
| Lecture |
Date | Chapter(s) |
|---|---|---|
| 1. Cash flow analysis | 05.09 | 1, 2 |
| 2. Fixed income securities | 12.09 | 3 |
| 3. Term structure of interest rates | 19.09 | 4 |
| 4. Applications of interest rate analysis | 26.09 | 5 |
| 5. Mean-variance portfolio theory | 03.10 | 6 |
| 6. Capital Asset Pricing Model | 10.10 | 7 |
| 7. Factor models, parameter estimation, and utility | 24.10. | 8, 9 |
| 8. Derivative securities: Forwards, futures, and swaps | 31.10 | 10 |
| 9. Basic options theory | 07.11 | 11, 12 |
| 10. Options pricing in binomial lattices | 14.11 | 12 |
| 11. Options pricing in continuous time | 21.11 | 11, 13 |
| 12. Interest rate derivatives | 28.12. | 14 |
- FileLecture 0 - Course practicalities FilePDF document
- FileLecture 1 - Cash flow analysis FilePDF document
- FileLecture 2 - Fixed income securities FilePDF document
- FileLecture 5 - Mean-variance portfolio theory FilePDF document
- FileLecture 6 - Capital asset pricing model FilePDF document
- FileLecture 9 - Basic options theory FilePDF document
- FileLecture 12 - Interest rate derivatives FilePDF document