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
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
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
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