Econ 133
  • Probability
    • Random Variables
    • Probability Mass Function
    • Probability Density Function
    • Properties of Distributions
    • Cumulative Distribution Function
    • Expected Value
    • Expected Value
    • Properties of Expectation
    • Properties of Expectation - Proof
    • Variance
    • Variance
    • Standard Deviation
    • Covariance
    • Covariance
    • Properties of Variance
    • Properties of Variance - Proof
    • Properties of Covariance
    • Correlation
    • Normal Distribution
    • Normal Density
    • Normal Distribution
    • Standard Normal Distribution
    • Standard Normal Distribution - Proof
    • Standard Normal Distribution - Proof
    • Sum of Normals
    • Sample Mean
    • Sample Mean (Cont.)
    • Sample Variance
    • Other Sample Moments
  • Markets
    • Asset Classes
    • Indexes and Funds
    • Trading
  • Risk and Returns
    • Rates of Return
    • Risk and Risk Premiums
  • Portfolio Optimization
    • Asset Allocation
    • Portfolio Optimization
    • Portfolio Optimization with Many Risky Assets
  • Index Models
    • Motivation
    • Motivation
    • Single-Factor Model
    • Single-Factor Model
    • Decomposing Risk
    • Decomposing Risk
    • Using an Index as a Factor
    • Using an Index as a Factor
    • Single-Index Model
    • Single-Index Model
    • Expected Return-Beta Relationship
    • Why \(\alpha\) Must Be Zero
    • Single-Index Regression
    • Security Characteristic Line
    • Security Characteristic Line
    • Advantages of the Model
    • Advantages of the Model
    • Advantages of the Model
    • Advantages of the Model
    • Cost of the Model
    • Index Model Portfolios
    • Index Model Portfolio Coefficients
    • Index Model Portfolio Risk
    • Index Model Portfolio Risk
    • Index Model Diversification
    • Index Model Diversification
    • Index Model Diversification
    • Index Model Example
    • Index Model Example
    • Index Model Example
    • Index Model Example
  • Bonds
    • Bond Prices and Yields
    • The Term Structure of Interest Rates
  • Options
    • Call Options
    • Call Options
    • Call Options
    • Call Options
    • Call Option Example
    • Call Option Example
    • Put Options
    • Put Options
    • Put Option Example
    • Put Option Example
    • Moneyness
    • American vs. European
    • Notation
    • Call Option Payoff (Buyer)
    • Call Option Payoff (Buyer)
    • Call Option Payoff (Buyer
    • Call Option Payoff (Seller)
    • Call Option Payoff (Seller)
    • Put Option Payoff (Buyer)
    • Put Option Payoff (Buyer)
    • Put Option Payoff (Buyer)
    • Speculation and Hedging
    • Speculation and Hedging
    • Speculation and Hedging
    • Speculation and Hedging
    • Speculation and Hedging
    • Speculation and Hedging
    • Speculation and Hedging
    • Protective Put
    • Protective Put
    • Protective Put
    • Protective Put
    • Covered Call
    • Covered Call
    • Straddle
    • Straddle
    • Straddle
    • Spread
    • Bullish Spread
    • Bullish Spread
    • Collar
    • Protective Put Alternative
    • Put Call Parity
    • Put Call Parity Example
    • Put Call Parity Example
    • Put Call Parity Example
 
Econ 133
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Econ 133ΒΆ

Contents:

  • Probability
  • Markets
  • Risk and Returns
  • Portfolio Optimization
  • Index Models
  • Bonds
  • Options
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© Copyright 2014, Eric M. Aldrich.

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