link Source: www.coursera.org
date_range Starts on June 8, 2015
event_note Ends on July 27, 2015
list 7 sequences
assignment Level : Introductory
label Finance
chat_bubble_outline Language : English
card_giftcard 560 points
Users' reviews
-
starstarstarstarstar
0 reviews

Key Information

credit_card Free access
verified_user Free certificate
timer 70 hours in total

About the content

This course is part two of an introduction to graduate-level academic asset pricing. This second part uses the theory and elaborates empirical understanding. It explores some classic applications including the Fama-French three-factor model, consumption and the equity premium, and extends the theory to cover options, bonds, and portfolios.

more_horiz Read more
more_horiz Read less
dns

Syllabus

Week 1: Factor Pricing Models in Action

Week 2: Time Series Predictability, Volatility and Bubbles

Week 3: Macroeconomics and Asset Pricing

Week 4: Option Pricing

Week 5: Term Structure Models and Facts

Week 6: Portfolio Theory

record_voice_over

Instructors

  • John Cochrane - Booth School of Business
store

Content Designer

The University of Chicago
One of the world's premier academic and research institutions, the University of Chicago has driven new ways of thinking since our 1890 founding. Today, UChicago is an intellectual destination that draws inspired scholars to our Hyde Park and international campuses, keeping UChicago at the nexus of ideas that challenge and change the world.
assistant

Platform

Coursera

Coursera is a digital company offering massive open online course founded by computer teachers Andrew Ng and Daphne Koller Stanford University, located in Mountain View, California. 

Coursera works with top universities and organizations to make some of their courses available online, and offers courses in many subjects, including: physics, engineering, humanities, medicine, biology, social sciences, mathematics, business, computer science, digital marketing, data science, and other subjects.

You are the designer of this MOOC?
What is your opinion on this resource ?
Content
5/5
Platform
5/5
Animation
5/5