Finance (Elmar Mertens)

Here are some finance notes, mostly older, written when I was a TA at Study Center Gerzensee and the University of Basel.

betting.pdf View Download	Betting on Risk-Neutral Probabilities	92k	v. 4	Jan 26, 2010 8:57 AM	Elmar Mertens
emNAFI2007.pdf View Download	Fixed Income Notes	380k	v. 4	Jan 26, 2010 8:58 AM	Elmar Mertens
emNAFI2007.pps View Download	Fixed Income Notes (Slideshow)	579k	v. 4	Jan 26, 2010 8:58 AM	Elmar Mertens
guessnumberCharts.pdf View Download	"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
LectureNoteAPT.pdf View Download	APT notes (brief)	154k	v. 4	Jan 26, 2010 8:58 AM	Elmar Mertens
LectureNoteCAPM.pdf View Download	CAPM, GRS test, Famama-MacBeth test	336k	v. 4	Jan 26, 2010 8:59 AM	Elmar Mertens
monica02.pdf View Download	some basics on International Diversification and Portfolio Theory (Solnik, Adler/Dumas)	86k	v. 4	Jan 26, 2010 8:59 AM	Elmar Mertens
papo01.pdf View Download	Stylized Facts on Security Returns, lots of pictures from seminal papers	2243k	v. 4	Jan 26, 2010 8:59 AM	Elmar Mertens