Elmar Mertens
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Lecture Notes
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Finance
Here are some finance notes, mostly older, written when I was a TA at Study Center Gerzensee and the University of Basel.
betting.pdf
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Betting on Risk-Neutral Probabilities
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Jan 26, 2010 8:57 AM
Elmar Mertens
emNAFI2007.pdf
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Fixed Income Notes
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Jan 26, 2010 8:58 AM
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emNAFI2007.pps
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Fixed Income Notes (Slideshow)
579k
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Jan 26, 2010 8:58 AM
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guessnumberCharts.pdf
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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
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v. 5
Jan 26, 2010 9:02 AM
Elmar Mertens
LectureNoteAPT.pdf
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APT notes (brief)
154k
v. 4
Jan 26, 2010 8:58 AM
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LectureNoteCAPM.pdf
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CAPM, GRS test, Famama-MacBeth test
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v. 4
Jan 26, 2010 8:59 AM
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monica02.pdf
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some basics on International Diversification and Portfolio Theory (Solnik, Adler/Dumas)
86k
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Jan 26, 2010 8:59 AM
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papo01.pdf
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Stylized Facts on Security Returns, lots of pictures from seminal papers
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Jan 26, 2010 8:59 AM
Elmar Mertens