Teaching

FIN740 (Fixed income), Fall 2024

1. Syllabus

2. Day 1 slides

3. Chapter 1, Chapter 2, Chapter 3, Chapter 4, Chapter 5, Chapter 6, Chapter 7

4. Fixed income problem bank

5. Python notebooks: Bond calculator, Refinancing, Statistical arbitrage, PCA decomposition of the yield curve

FIN325 (Corporate Finance), Fall 2023

1. Syllabus, Course information, Notes

2. Chapter 1, Chapter 2, Chapter 3, Chapter 4, Chapter 5, Chapter 6

3. Homework assignments: hw 1

4. Datasets: 3-statement projection assignment, historical IBM data, debt data, S&P500 multiples

5. Cases: Investing in an injection plant, LBO with cash sweep

6. Practice questions: midterm, final

7. Python notebooks: Refinancing, Monte Carlo, Leverage regressions, CAPM and Fama-French, Classical portfolio theory, Bond calculator, Price signals, FRED API, midpoint convention, WACC musings, Mining FOMC statements, Statistical arbitrage

8. Julia notebooks: Refinancing, Monte Carlo, Classical Portfolio Theory

GB704 (Data to Decisions, MBA), Fall 2018

1. Syllabus, Course information

2. Chapter 1, Chapter 2, Chapter 3, Chapter 4, Chapter 5, Chapter 6, Chapter 7, Chapter 8, Chapter 9

3. Homework assignments: hw 1, hw 2, hw 3

4. Datasets: data1, data2, data3, data4, data5, realGDP, Data mining

5. R scripts: machine testing, capm, spending regression, clustering, hypothesis testing, confidence and prediction intervals, probit, model selection via cross-validation

6. Python scripts: script for confidence and prediction intervals, graph, why do confidence intervals fan out?, CAPM and FF regressions

7. Critical values for key distributions

8. Midterm practice questions

9. Final practice questions, data

(A nice, free book about machine and statistical learning techniques)

RE710 (Real Estate Finance and Investment, MBA), Fall 2014

1. Syllabus, Course information

2. Chapter 1 slides, Chapter 2 slides, Chapter 3 slides, Chapter 4 slides, Chapter 5 slides, Chapter 6 slides

3. Homework assignments: hw 1, hw 2, hw 3, hw 4, hw 5, hw 6

4. A securitization primer (from my Rays of Research talk, here’s a pdf of the slides)

RE740 (Capital Markets), Fall 2014

1. Syllabus

2. Chapter 1 slides, Chapter 2 slides, Chapter 3 slides, Chapter 4 slides

3. Homework assignments: hw 1, hw 2

RE410 (Real Estate Finance), Fall 2014

1. Syllabus, Course information

2. Notes

3. Chapter 1 slides, Chapter 2 slides, Chapter 3 slides, Chapter 4 slides

5. Homework assignments: hw 1, hw 2, hw 3, hw 4, hw 5, hw 6

4. A securitization primer (from my Rays of Research talk, here’s a pdf of the slides)

HEC Paris, November 2012

1. Course description

2. Chapter 1 slides, Chapter 2 slides

3. Take-home exam

RE641 (Housing Economics), Fall 2012

1. My slides

2. Everything else is on Moodle

INCAE Webinar, Spring 2012:

1. Slides

RE977 (Advanced Real Estate Economics), Winter 2010

1. Syllabus

2. Presentation schedule

Macroeconomic Theory, SMU, 2006-07

1. Notes