Resources
PhD Notes
Asset Pricing
- Empirical Asset Pricing Notes
- Asset Pricing Theory: To be completed
- Some handouts can be found here: Master APT
- Affine Term Structure Models
Macro-Finance
Microeconomics
- Advanced Micro Theory I
- Advanced Micro Theory II - Game Theory
- Theory of Decision under Uncertainty by Itzhak Gilboa
Econometrics
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)