Courses
Recent Courses
Recent Courses
For most of my recent courses, please see my teaching page at the SBF website.
Lecture Notes for Old Courses
Lecture Notes for Old Courses
(mostly pdf files)
Econometrics for Finance (prep/intro PhD, St. Gallen 2023)
Empirical Asset Pricing (PhD, St. Gallen 2019, but the file has been updated later). You find the (older) Matlab code here (7z file) and the new Julia code at GitHub
Financial Theory part 1 (MSc, MiQE/F), St. Gallen 2022. Julia code at GitHub
Financial Theory part 2 (MSc, MiQE/F), St. Gallen 2022.
Financial Econometrics (MSc, MBF), St. Gallen 2023. Julia code at GitHub
Econometrics (PhD), Stockholm 2002; Statistics appendix; Matrix appendix