teaching materials

MIT Sloan: Options and Futures Markets
A note on the "Note on Foreign Currency Swaps", HBS 292-043
This note describes the design of a hypothetical swap transaction, i.e. the swap discussed in the "Note on Foreign Currency Swaps", HBS No. 292-043. The HBS note is background reading for a number of HBS cases, such as HBS No. 287-085 ("The Walt Disney Company's Yen Financing"), HBS No. 287-057 ("R.J. Reynolds International Financing"), and HBS No. 288-042 ("Elders IXL Limited - 1986").

Vienna Graduate School of Finance: Asset Pricing I
Lecture 1 - Intro
Lecture 2 - Decision Theory
Lecture 3 - CCAPM
Lecture 4 - No Arbitrage
Lecture 5 - Efficient Markets
Lecture 6 - Factor Models

Humboldt University, Berlin:
Nobelpreisvorlesung 2013
A lecture I gave to explain the scientific contribution of the winners of the 2013 Nobel Prize in economics to a non-specialist audience. The lecture was organized by the Collaborative Research Center (CRC) 649: "Economic Risk".