Finance 521 Resources

• Syllabus: Fall 1999.
• Schedule: Fall 1999.
• 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.)
  • Prototype Mid-term Exam
  • Fall 1999 Midterm Exam
  • Key to Fall 1999 Midterm Exam
  • Lecture on the Basics of APT (using arbitrage to price stocks).
  • Notes on Market Efficiency and Anomolies
  • Final Exam from Fall, 1997.
  • Key to the Final Exam from Fall, 1997.
  • Ten Things to Remember about Futures Markets (by Raquel Wylynko).
• Finance 521 Course Datasets and Excel Worksheets:
  • Spreadsheet with example of computing convenience yields on copper complex.
  • Spreadsheet with Lectures on Option Pricing.
  • Spreadsheet with Ch 21 Prob 24.
  • Spreadsheet with Introduction to Bonds and Convexity.
  • Spreadsheet with Solution to No. 19 of Ch. 15 homework problem.
  • 2fcir.xls Two-Factor CIR Model of Term Structure.
  • port1class.xls Optimal Portfolio Selection with Risky Assets only
  • port2class.xls Optimal Portfolio Selection with a Risk Free Asset
  • Arbitrage Pricing of Stocks (orthog1.xls)
  • Demonstration of the effect of correlation on portfolio diversification
  • Data Sets For Problem Set 6:
  • Group 1
  • Group 2
  • Group 3
  • Group 4
  • Group 5
  • Group 6
  • Group 7
  • Group 8
  • Group 9
  • Group 10
  • Group 11
  • Group 12