You can learn more about the class and sign up for it on the Coursera website here. (Part 2, which follows this spring is here. Part 1 and 2 will be completely separate Coursera classes, so take what you want.)
The videos and quizzes have been useful for people who are not "taking" the class, or as supplementary materials for people teaching regular classes. I taught my PhD class by asking the students to watch the videos before coming to class, which allowed a higher level discussion. Feel free to use these resources any way you wish!
While we're at it, I maintain a section of my research website with extra materials for people using the Asset Pricing book in classes, here, and my teaching materials from MBA and PhD classes are here
To whet your appetite, here is the syllabus from the two classes.
Part 1 syllabus:
- Week 1: Stochastic Calculus Introduction and Review. dz, dt and all that.
- Week 2: Introduction and Overview. Challenging Facts and Basic Consumption-Based Model.
- Week 3:
- Classic issues in Finance
- Equilibrium, Contingent Claims, Risk-Neutral Probabilities.
- Week 4: State-Space Representation, Risk Sharing, Aggregation, Existence of a Discount Factor.
- Week 5: Mean-Variance Frontier, Beta Representations, Conditioning Information.
- Week 6: Factor Pricing Models -- CAPM, ICAPM and APT.
- Week 7: Econometrics of Asset Pricing and GMM.
- Final Exam
- Week 1: Factor pricing models in action
- The Fama and French model
- Fund and performance evaluation.
- Week 2: Time series predictability, volatilty and bubbles.
- Week 3: Equity premium, macroeconomics and asset pricing.
- Week 4: Option Pricing.
- Week 5: Term structure models and facts.
- Week 6: Portfolio Theory.
- Final Exam
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