Monday, September 23, 2013

Asset Pricing MOOC Open

My Coursera Asset Pricing MOOC is now open. The direct link is here -- but you may need to register to see it. 

I recommend browsing the week 1 videos, especially the theory preview videos, if you want a sense of what it's all about. Week 0 is background material on continuous time math.

Week 0 (background) and week 1 are up now, 2 and 3 should be up later this week.

Warning, this is a PhD level asset pricing class, designed to get you in to the theory used for research-level asset pricing. It pretty much follows my textbook "Asset Pricing" (and supplementary material) You don't have to buy the text to take the Coursera class. People who just want to watch the videos are also welcome.

12 comments:

  1. Bored grad students are talking about you. I think these pass for compliments on EJMR:

    http://www.econjobrumors.com/topic/hang-glides-from-his-highrise-to-his-rooftop-glider-pad-at-booth

    ReplyDelete
    Replies
    1. Wow. And I thought Krugman and DeLong were snarky...In my defense, I did once fly hang gliders! 17,999' in the Owens Valley is not soon forgotten.

      Delete
    2. they're not grad students, they're undergreads and high schoolers

      Delete
  2. And your blog
    http://www.econjobrumors.com/topic/this-jerk-came-into-my-mcdonalds

    ReplyDelete
  3. Just watched the Week 1a videos. Not sure I have the math background to follow everything, but I'm already hooked. Thank you very much for doing the course! Also it's very kind to welcome people who just want to watch the videos - thanks.

    ReplyDelete
    Replies
    1. You might want to check out another coursera course that just opened today covering the mathematics of quantitative finance!

      https://www.coursera.org/course/mathematicalmethods

      Obviously Prof. Cochrane's class is presumes knowledge of all the material, but you can always go back his course when you complete the mathematical methods course (for personal achievement, not a certificate, unfortunately).

      Hope that helps!

      Delete
  4. This is cool! Where are the videos?

    ReplyDelete
    Replies
    1. The videos can be accessed in the "Video Lectures" section, under "Course Material". If you haven't created a Coursera account yet, you must do so, but it's very easy and definitely worthwhile. Once you create an account, search for Prof. Cochrane's MOOC and click "Go to class".

      Hope that helps!

      Delete
  5. Really enjoying the videos so far - enough to wonder if I should have applied to grad school instead of going into the workforce. As an added bonus, Tyler Cowen mentioning your MOOC on MR was what led me to you blog in the first place.

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  6. Thanks so much for putting the class online. Hoping to study similar topics in grad school, and this is an excellent resource until then. Very much appreciated

    ReplyDelete
  7. Such a grumpy economist but a very enthusiastic professor.
    I love your lecture very much.
    Thanks.

    ReplyDelete
    Replies
    1. Having had Professor Cochrane in person, you will not find anyone more passionate about studying and teaching Finance.

      Q: Will there be a midterm?

      A: We could have one, but I'd rather talk about Finance with all of you.

      Delete

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