Financial Markets 金融市场
Jun Pan(潘军)
Spring 2021


Day 1: Markets, Models, and Data

  • Class 1: Financial Markets Amidst Covid-19. Slides
  • Class 2: Financial Data and Empirical Estimations. Slides
  • Class 3: Optimal Risk-Taking in Theory. Slides
  • Class 4: Modern Finance and its Impact to the Real World. Slides
  • Class 5: China in the World. Slides

Day 2: Cross-Sectional Equity

  • Class 1: Alpha, Beta, and the CAPM. Slides
  • Class 2: Equity Quant Investing: Approach and Insight. Slides
  • Class 3: Financial Models in Quant Investing: CAPM and Beyond. Slides
  • Class 4: Equity Quant Investing in Practice. Slides
  • Class 5: China's FinTech and Asset Management. Slides
  • Student Presentions: China's Capital Markets for Global Investors.

Day 3: Time-Series Equity, Option Pricing, and Credit Pricing

  • Class 1: Predicting Stock Market Returns and Market Efficiency. Slides
  • Class 2: Estimating Market Volatility. Slides Risk Management
  • Class 3: Option Pricing and Stock Market Crashes. Slides
  • Class 4: Corporate Bonds and Credit Pricing. Slides
  • Class 5: China's Credit Market. Slides
  • Student Presentions: Performance Evaluation of China's Mutual Funds.

Day 4: Fixed Income

  • Class 1: The Bond Math, Yield and Duaration. Slides
  • Class 2: The US Treasury Market and Its Monetary Policy. Slides
  • Class 3a: Factors Influencing the Yield Curve. Slides
  • Class 3b: Modeling the Yield Curve. Slides
  • Class 4: Interest-Rate Swaps and OTC Derivatives. Slides
  • Class 5: China's Financial System and Bond Market. System Bond
  • Student Presentions: Option Pricing in China.