Here are some finance notes, mostly older, written when I was a TA at Study Center Gerzensee and the University of Basel. |
Lecture Notes >
Finance
| Selection | File type icon | File name | Description | Size | Revision | Time | User |
|---|---|---|---|---|---|---|---|
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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 | |
| ć | View Download |
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 |