Finance 421 Resources

• Lecture Notes and Announcements: (Please note that there is currently a problem with reading these files with netscape. They work fine with Microsoft's Explorer and old versions of Netscape.)
  • Lecture on the Basics of APT (using arbitrage to price stocks).
  • Notes on Market Efficiency and Anomolies
  • Final Exam from Fall, 1997.
• Finance 421 Course Datasets and Excel Worksheets:
  • Spreadsheet with Lectures on Option Pricing.
  • tsmin1.xls Term Structure Basics
  • port1class.xls Optimal Portfolio Selection with Risky Assets only
  • port2class.xls Optimal Portfolio Selection with a Risk Free Asset
  • Key to Problem Set 3
  • Key to Exam 2
  • Arbitrage Pricing of Stocks (orthog1.xls)
  • Key to Fall, 1997 Final Exam.