Course Schedule Fin 7100
The class will meet Tuesdays 10:00 AM - 12:45 PM in Room 350.
The "Topics" contain links to my lecture notes. Please make note
of any typo's and relay them to your classmates and to me.
| Meeting | Date | Topic | Assignments |
| 1 | 1/15 | Course Introduction | Read: Syllabus |
| 2 | 1/22 | Pricing by Arbitrage | Chapter 2 in Ingersoll and articles |
| 3 | 1/29 | Pricing by Arbitrage | |
| 4 | 2/5 | The Simple Portfolio Problem | Chapter 3 in Ingersoll and articles |
| 5 | 2/12 | CAPM | Chapter 4 in Ingersoll and articles |
| 6 | 2/19 | CAPM | |
| 7 | 2/26 | Generalized Risk & Return | Chapter 5 in Ingersoll and articles |
| 8 | 3/4 | Generalized Risk & Return | |
| 9 | 3/11 | Separation Theorems | Chapter 6 in Ingersoll and articles |
| 10 | 3/18 | APT | Chapter 7 in Ingersoll and articles |
| 3/25 | Spring Break | ||
| 11 | 4/1 | Lucas 79 | Classic Lucas paper |
| 12 | 4/8 | Cochrane's Presentation | Chapters 1 - 4 and 9 in Cochrane |
| 13 | 4/15 | Option Pricing | Chapter 14 in Ingersoll and articles Chapter 17 in Cochrane |
| 14 | 4/22 | Black Scholes | Chapters 16 and 17 in Ingersoll |
| 15 | 4/29 | Black Scholes | |
| 16 | 5/? | Final Exam |