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QUANT.
METHODS IN COST/INVEST ENG.:
Excel tutorial
file: ExcelTutorial.doc
Courtesy of Jason
Merrick (VCU).
PART
ONE: DETERMINISTIC CASH FLOW STREAMS
Chapter 1-2: Cash Flow Streams and the Basic Theory of Interest:
Chapter
1-2.pdf, Examples
Chapter 2.xlsx,
EMSE
6450 - CH1 and CH2 1st Edition.pdf
Homework
Set 1.pdf
Chapter 3: Fixed-Income Securities:
Chapter 3.pdf, Examples
Chapter 3.xlsx
Homework
Set 2.pdf
Homework
Set 3.pdf
Chapter 4:
The Term Structure of Interest Rates:
Chapter 4.pdf, Examples
Chapter 4.xlsx
Homework
Set 4.pdf
Chapter 5: Applied Interest Rate Analysis:
Chapter 5.pdf,
Examples
Chapter 5.xlsx, Example
5_3.xlsx, Derivation
Cn.pdf
Homework
Set 5.pdf
Homework
Set 6.pdf
DATE
MIDTERM EXAM ON PART ONE: MARCH 10, 2021
PART
TWO: SINGLE-PERIOD RANDOM CASH FLOWS
Chapter 6:
Mean-Variance Portfolio Theory
Chapter 6.pdf,
Examples
Chapter 6.xlsm, Chapter
6 - Matrix Algebra Review.pdf, MatrixVectorMultiplication.xlsx
Homework
Set 7.pdf
Homework
Set 8.pdf
Homework
Set 9.pdf
Chapter 7: The Capital Asset Pricing Model
Chapter 7.pdf,
Examples Chapter
7.xlsx
Homework
Set 10.pdf
Chapter 8: Other Pricing Models
Chapter 8.pdf,
Examples Chapter
8.xls
Chapter 9:
Data and Statsitics
Chapter 9.pdf,
Examples
Chapter 9.xls
Chapter 10:
Risk Metrics
Chapter 10.pdf,
Examples
Chapter 10.xlsx
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