Lecture Notes‎ > ‎

Finance

Here are some finance notes, mostly older, written when I was a TA at Study Center Gerzensee and the University of Basel.
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Betting on Risk-Neutral Probabilities  92k v. 4 Jan 26, 2010, 8:57 AM Elmar Mertens
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Fixed Income Notes  380k v. 4 Jan 26, 2010, 8:58 AM Elmar Mertens
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Fixed Income Notes (Slideshow)   579k v. 4 Jan 26, 2010, 8:58 AM Elmar Mertens
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"Guess the Number Game" A simple game on market coordination and expectations. Summarizes the results of the Financial Times' "Mastering Finance" contest from 1997  30k v. 5 Jan 26, 2010, 9:02 AM Elmar Mertens
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APT notes (brief)  154k v. 4 Jan 26, 2010, 8:58 AM Elmar Mertens
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CAPM, GRS test, Famama-MacBeth test  336k v. 4 Jan 26, 2010, 8:59 AM Elmar Mertens
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"International Finanzmaerkte" lecture on international diversification and currency risks (in German)  177k v. 1 Jan 17, 2016, 7:09 PM Elmar Mertens
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some basics on International Diversification and Portfolio Theory (Solnik, Adler/Dumas)  86k v. 4 Jan 26, 2010, 8:59 AM Elmar Mertens
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Stylized Facts on Security Returns, lots of pictures from seminal papers  2243k v. 4 Jan 26, 2010, 8:59 AM Elmar Mertens
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OLD WORKING PAPER: "International TAA Strategies and Currencies"  263k v. 6 Feb 21, 2011, 2:42 PM Elmar Mertens