Resources

PhD Notes

Asset Pricing

• Empirical Asset Pricing Notes
• Affine Term Structure Models

Macro-Finance

Microeconomics

• Advanced Micro Theory I
• Advanced Micro Theory II - Game Theory
• Game Theory Notes: To be completed
  • Notes on PBE

Econometrics

• EconometricsNotes

Math Notes

Probability Theory:

• Probability Tools with Examples, by Bruce Driver (highly recommend)
• Notes on conditional expectation

Stochastic Calculus/Stochastic Differential Equations

• MATH 286 SDE: Lecture Notes produced by Vaki Nikitopoulos
• Seppalainen’s notes
• Stochastic Calculus for ECON/Finance (To be completed)

For Master Students

• Quant Career Path