Finance 591
Course Syllabus: Asset Pricing Theory (revised 1/14/17)
Note on Limited Arbitrage
Required Text: G. Pennacchi (2008),
Theory of Asset Pricing
, Pearson Education Publishers.
Corrections to Theory of Asset Pricing text
Chapter Exercises and Exam Answers
Answers to Chapter 1 Exercises
Answers to Chapter 2 Exercises
Answers to Chapter 3 Exercises
Answers to Chapter 4 Exercises
Answers to Chapter 5 Exercises
Answers to Chapter 6 Exercises
Answers to Chapter 7 Exercises
Answers to Chapter 8 Exercises
Answers to Chapter 9 Exercises
Answers to Chapter 10 Exercises
Answers to 2008 Mid-Term Exam
Answers to 2009 Mid-Term Exam
Answers to 2010 Mid-Term Exam
Answers to 2011 Mid-Term Exam
Answers to 2012 Mid-Term Exam
Answers to 2013 Mid-Term Exam
Answers to 2014 Mid-Term Exam
Answers to 2015 Mid-Term Exam
Answers to 2016 Mid-Term Exam
Answers to 2017 Mid-Term Exam
Answers to Chapter 11 Exercises
Answers to Chapter 12 Exercises
Answers to Chapter 13 Exercises
Answers to Chapter 14 Exercises
Answers to Chapter 15 Exercises
Answers to Chapter 16 Exercises
Answers to Chapter 17 Exercises
Answers to Chapter 18 Exercises
Answers to 2007 Final Exam
Answers to 2008 Final Exam
Answers to 2009 Final Exam
Answers to 2010 Final Exam
Answers to 2011 Final Exam
Answers to 2012 Final Exam
Answers to 2013 Final Exam
Answers to 2015 Final Exam
Answers to 2016 Final Exam
Answers to 2017 Final Exam
Class Presentations
Chapter 1 Presentation
Chapter 2 Presentation
Chapter 3 Presentation
Chapter 4 Presentation
Chapter 5 Presentation
Chapter 6 Presentation
Chapter 7 Presentation
Chapter 8 Presentation
Chapter 9 Presentation
Chapter 10 Presentation
Chapter 11 Presentation
Chapter 12 Presentation
Chapter 13 Presentation
Chapter 14 Presentation
Chapter 15 Presentation
Chapter 16 Presentation
Chapter 18 Presentation
Last modified on 03/17/17, Copyright© 1999, 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, 2009, 2010, 2011, 2012, 2013, 2014, 2015, 2016, 2017 George Pennacchi