Welcome to my Asset Pricing content site. In this website, you will find a collection of materials related to the asset pricing courses I teach. I will be updating this site regularly with new content, including lecture notebooks, slides, and other resources to help students understand the concepts covered in class.
In this website you can find my class notebooks and slides. The notebooks are available in both HTML and PDF formats, while slides are rendered as HTML presentations.
This website is designed as a shared repository of core asset pricing material that can be used across multiple classes. The goal is to keep one consistent set of notebooks and presentations that students can revisit throughout the semester. I typically use a subset of these notebooks in my Topics in Quantitative Finance (FIN 5018) class at WashU, and some of this material was developed when I taught the PhD-level Asset Pricing course at ESSEC Business School.
I will continue adding and refining content so this site remains a reliable companion for all my asset pricing–related classes.