Economics 497
Lecture
Notes and other Materials
· Here are all the slides I
showed from the lectures on options, combined
into one big file
· Here are all the
slides I showed from the lectures on market efficiency and
bubbles, combined into one big file.
· Here are some review questions. They
are somewhere in between problem set question and sample exam questions.
· Here is the answer
key for the midterm
exam.
· Here is a pdf file
with the data slides I
showed on January 30.
· Here is my lecture
on the capital asset
pricing model.
· Here is the lecture
on the basic asset
pricing model. It now covers all the material through the equity premium.
· Here is the material
on the Arbitrage Pricing
Model and its connection to the basic asset pricing framework.
· Here is a lecture
note on the use of options
in currency markets (revised September 30, 2003).
· Here are my newly
updated (Dec 14) crisis
lecture notes. They are still more than a bit cryptic, I think (note that
the file name says 2005, but the notes are 2006).
Here
is an article by Michael Lewis that discusses market
efficiency and Dimensional Fund Associates.
· Here is a link to a
comparison of mutual
fund performance over time. Nice graphs.
Assignments
· Here is the first assignment.
· Here is the answer key for the
first assignment.
Note that many of these materials are in PDF format. To read them you need the
Acrobat Reader, which can be downloaded for free by clicking here.
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This page was prepared by Barry W. Ickes
Last updated: January 16, 2007
bwickes@psu.edu
http://econ.la.psu.edu/~bickes/index.htm