| Module Name | Download |
|---|---|
| noc20_ma36_assignment_Week_0 | noc20_ma36_assignment_Week_0 |
| noc20_ma36_assignment_Week_1 | noc20_ma36_assignment_Week_1 |
| noc20_ma36_assignment_Week_10 | noc20_ma36_assignment_Week_10 |
| noc20_ma36_assignment_Week_11 | noc20_ma36_assignment_Week_11 |
| noc20_ma36_assignment_Week_12 | noc20_ma36_assignment_Week_12 |
| noc20_ma36_assignment_Week_2 | noc20_ma36_assignment_Week_2 |
| noc20_ma36_assignment_Week_3 | noc20_ma36_assignment_Week_3 |
| noc20_ma36_assignment_Week_4 | noc20_ma36_assignment_Week_4 |
| noc20_ma36_assignment_Week_5 | noc20_ma36_assignment_Week_5 |
| noc20_ma36_assignment_Week_6 | noc20_ma36_assignment_Week_6 |
| noc20_ma36_assignment_Week_7 | noc20_ma36_assignment_Week_7 |
| noc20_ma36_assignment_Week_8 | noc20_ma36_assignment_Week_8 |
| noc20_ma36_assignment_Week_9 | noc20_ma36_assignment_Week_9 |
| Sl.No | Chapter Name | MP4 Download |
|---|---|---|
| 1 | Lecture 1: Probability space and their properties, Random variables | Download |
| 2 | Lecture 2: Mean, variance, covariance and their properties | Download |
| 3 | Lecture 3: Linear regression; Binomial and normal distribution; Central Limit Theorem | Download |
| 4 | Lecture 4 : Financial markets | Download |
| 5 | Lecture 5 : Bonds and stocks | Download |
| 6 | Lecture 6 : Binomial and geometric Brownian motion (gBm) asset pricing models | Download |
| 7 | Lecture 7 : Expected return, risk and covariance of returns | Download |
| 8 | Lecture 8 : Expected return and risk of a portfolio; Minimum variance portfolio | Download |
| 9 | Lecture 9 : Multi-asset portfolio and Efficient frontier | Download |
| 10 | Lecture 10 : Capital Market Line and Derivation of efficient frontier | Download |
| 11 | Lecture 11 : Capital Asset Pricing Model and Single index model | Download |
| 12 | Lecture 12 : Portfolio performance analysis | Download |
| 13 | Lecture 13 : Utility functions and expected utility | Download |
| 14 | Lecture 14 : Risk preferences of investors | Download |
| 15 | Lecture 15 : Absolute Risk Aversion and Relative Risk Aversion | Download |
| 16 | Lecture 16 : Portfolio theory with utility functions | Download |
| 17 | Lecture 17 : Geometric Mean Return and Roy's Safety-First Criterion | Download |
| 18 | Lecture 18 : Kataoka's Safety-First Criterion and Telser's Safety-First Criterion | Download |
| 19 | Lecture 19 : Semi-variance framework | Download |
| 20 | Lecture 20 : Stochastic dominance; First order stochastic dominance | Download |
| 21 | Lecture 21 : Second order stochastic dominance and Third order stochastic dominance | Download |
| 22 | Lecture 22 : Discrete time model and utility function | Download |
| 23 | Lecture 23 : Optimal portfolio for single-period discrete time model | Download |
| 24 | Lecture 24 : Optimal portfolio for multi-period discrete time model; Discrete Dynamic Programming | Download |
| 25 | Lecture 25 : Continuous time model; Hamilton-Jacobi-Bellman PDE | Download |
| 26 | Lecture 26 : Hamilton-Jacobi-Bellman PDE; Duality/Martingale Approach | Download |
| 27 | Lecture 27 : Duality/Martingale Approach in Discrete and Continuous Time | Download |
| 28 | Lecture 28 : Interest rates and bonds; Duration | Download |
| 29 | Lecture 29 : Duration; Immunization | Download |
| 30 | Lecture 30 : Convexity; Hedging and Immunization | Download |
| 31 | Lecture 31: Quantiles and their properties | Download |
| 32 | Lecture 32: Value-at-Risk and its properties | Download |
| 33 | Lecture 33: Average Value-at-Risk and its properties | Download |
| 34 | Lecture 34: Asset allocation | Download |
| 35 | Lecture 35: Portfolio optimization | Download |
| 36 | Lecture 36: Portfolio optimization with constraints, Value-at-Risk: Estimation and backtesting | Download |
| Sl.No | Chapter Name | English |
|---|---|---|
| 1 | Lecture 1: Probability space and their properties, Random variables | Download Verified |
| 2 | Lecture 2: Mean, variance, covariance and their properties | Download Verified |
| 3 | Lecture 3: Linear regression; Binomial and normal distribution; Central Limit Theorem | Download Verified |
| 4 | Lecture 4 : Financial markets | Download Verified |
| 5 | Lecture 5 : Bonds and stocks | Download Verified |
| 6 | Lecture 6 : Binomial and geometric Brownian motion (gBm) asset pricing models | Download Verified |
| 7 | Lecture 7 : Expected return, risk and covariance of returns | Download Verified |
| 8 | Lecture 8 : Expected return and risk of a portfolio; Minimum variance portfolio | Download Verified |
| 9 | Lecture 9 : Multi-asset portfolio and Efficient frontier | Download Verified |
| 10 | Lecture 10 : Capital Market Line and Derivation of efficient frontier | Download Verified |
| 11 | Lecture 11 : Capital Asset Pricing Model and Single index model | Download Verified |
| 12 | Lecture 12 : Portfolio performance analysis | Download Verified |
| 13 | Lecture 13 : Utility functions and expected utility | Download Verified |
| 14 | Lecture 14 : Risk preferences of investors | Download Verified |
| 15 | Lecture 15 : Absolute Risk Aversion and Relative Risk Aversion | Download Verified |
| 16 | Lecture 16 : Portfolio theory with utility functions | Download Verified |
| 17 | Lecture 17 : Geometric Mean Return and Roy's Safety-First Criterion | Download Verified |
| 18 | Lecture 18 : Kataoka's Safety-First Criterion and Telser's Safety-First Criterion | Download Verified |
| 19 | Lecture 19 : Semi-variance framework | Download Verified |
| 20 | Lecture 20 : Stochastic dominance; First order stochastic dominance | Download Verified |
| 21 | Lecture 21 : Second order stochastic dominance and Third order stochastic dominance | Download Verified |
| 22 | Lecture 22 : Discrete time model and utility function | Download Verified |
| 23 | Lecture 23 : Optimal portfolio for single-period discrete time model | Download Verified |
| 24 | Lecture 24 : Optimal portfolio for multi-period discrete time model; Discrete Dynamic Programming | Download Verified |
| 25 | Lecture 25 : Continuous time model; Hamilton-Jacobi-Bellman PDE | Download Verified |
| 26 | Lecture 26 : Hamilton-Jacobi-Bellman PDE; Duality/Martingale Approach | Download Verified |
| 27 | Lecture 27 : Duality/Martingale Approach in Discrete and Continuous Time | Download Verified |
| 28 | Lecture 28 : Interest rates and bonds; Duration | Download Verified |
| 29 | Lecture 29 : Duration; Immunization | Download Verified |
| 30 | Lecture 30 : Convexity; Hedging and Immunization | Download Verified |
| 31 | Lecture 31: Quantiles and their properties | PDF unavailable |
| 32 | Lecture 32: Value-at-Risk and its properties | PDF unavailable |
| 33 | Lecture 33: Average Value-at-Risk and its properties | PDF unavailable |
| 34 | Lecture 34: Asset allocation | PDF unavailable |
| 35 | Lecture 35: Portfolio optimization | PDF unavailable |
| 36 | Lecture 36: Portfolio optimization with constraints, Value-at-Risk: Estimation and backtesting | PDF unavailable |
| Sl.No | Language | Book link |
|---|---|---|
| 1 | English | Download |
| 2 | Bengali | Not Available |
| 3 | Gujarati | Not Available |
| 4 | Hindi | Not Available |
| 5 | Kannada | Not Available |
| 6 | Malayalam | Not Available |
| 7 | Marathi | Not Available |
| 8 | Tamil | Not Available |
| 9 | Telugu | Not Available |