Here are some finance notes, mostly older, written when I was a TA at Study Center Gerzensee and the University of Basel.
betting.pdfView Download
Betting on Risk-Neutral Probabilities
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Jan 26, 2010 8:57 AM
Elmar Mertens
emNAFI2007.pdfView Download
Fixed Income Notes
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Jan 26, 2010 8:58 AM
Elmar Mertens
emNAFI2007.ppsView Download
Fixed Income Notes (Slideshow)
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Jan 26, 2010 8:58 AM
Elmar Mertens
guessnumberCharts.pdfView 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
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Jan 26, 2010 9:02 AM
Elmar Mertens
LectureNoteAPT.pdfView Download
APT notes (brief)
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Jan 26, 2010 8:58 AM
Elmar Mertens
LectureNoteCAPM.pdfView Download
CAPM, GRS test, Famama-MacBeth test
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Jan 26, 2010 8:59 AM
Elmar Mertens
monica02.pdfView Download
some basics on International Diversification and Portfolio Theory (Solnik, Adler/Dumas)
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Jan 26, 2010 8:59 AM
Elmar Mertens
papo01.pdfView Download
Stylized Facts on Security Returns, lots of pictures from seminal papers
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Jan 26, 2010 8:59 AM
Elmar Mertens
winston01.pdfView Download
OLD WORKING PAPER:
"International TAA Strategies and Currencies"
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Feb 21, 2011 2:42 PM
Elmar Mertens
