date_range Starts on June 8, 2015
event_note End date July 27, 2015
list 7 sequences
assignment Level : Introductive
label Finance
chat_bubble_outline Language : English
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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.

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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

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Instructors

  • John Cochrane - Booth School of Business
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Coursera

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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.

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