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Phd-Msc teaching:

My main teaching effort has been to develop a 20 hr course in Asset Pricing Theory. This has now been presented at EIASM, Brussels, Strathclyde University, BI Oslo, ANU, Canberra, Melbourne University and Manchester University. The course develops asset pricing and option pricing models in discrete time framework. It is based on Poon and Stapleton, Asset Pricing in Discrete Time

The course covers asset pricing and option pricing using the pricing kernel approach.

*NEW 2013* [Download Exercises BMAN 2013 here]

*NEW 2012* [Download Course outline]

A full set of notes have been developed. *NEW 2011* [Download Here]

Past Exam Papers

7381exam 05.pdf

I have also developed a 20 hr course on Advanced Derivatives. This has been presented at Strathclyde University and at Melbourne University and at the Stockholm School of Economics. [Download Course outline]

I have developed a new advanced level course on Asset Pricing [Download Course outline]

I have taught a one-day course in interest-rate derivatives [Download Course outline]

Lecture Notes on Interest Rate Models available here [Download Notes Here]

Accompanying Excel files are also available here [europ3.xls] and [Vasicek.xls]
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