Syllabus
Class Presentation Slides
Problem Sets
Lecture Notes
Previous Exams
Syllabus (pdf):
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Class Presentation Slides (pdf):
Tuesday, January 16
Thursday, January 18
Tuesday, January 23
Thursday, January 25
Tuesday, January 30
Thursday, February 1
Tuesday, February 6
Thursday, February 8
Tuesday, February 13
Thursday, February 15
Tuesday, February 20
Thursday, February 22
Tuesday, February 27
Thursday, March 1
Thursday, March 15
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Problem Sets (pdf):
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Lecture Notes (pdf):
- Introduction
- Mathematical and Economic Foundations
- Overview of Asset Pricing Theory
- Decision-Making Under Uncertainty
- Making Choices in Risky Situations
- Measuring Risk and Risk Aversion
- The Demand for Financial Assets
- Risk Aversion and Investment Decisions
- Modern Portfolio Theory
- Classic Asset Pricing Models
- The Capital Asset Pricing Model
- Arbitrage Pricing Theory
- Arrow-Debreu Pricing Models
- Arrow-Debreu Pricing: Equilibrium
- Arrow-Debreu Pricing: No-Arbitrage
- Extensions
- Martingale Pricing
- The Consumption Capital Asset Pricing Model
These notes are unrevised from December 2017; see the presentation slides for edits.
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Previous Exams (pdf):
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