Day-by-day course files
Course materials
Each teaching day has the same four-part structure: lecture slides, a focused Python notebook, the data needed by that notebook, and the daily quiz. Files are released only after that day's package has been checked as a whole.
Cash-flow timelines, future and present value, no-arbitrage, NPV, annuities, perpetuities and equal-payment loans.
Rate conventions, APR and EAR, nominal and real rates, discount factors, spot rates, forward rates and rate selection.
Remaining teaching days · materials in review
Bond cash flows, clean and dirty prices, spot-curve valuation, yield to maturity, duration, convexity, DV01 and credit risk.
Dividends and payout, enterprise and equity value, free cash flow, growth, terminal value, scenario analysis and valuation multiples.
Returns, covariance, diversification, systematic risk, beta, the security market line, CAPM and the cost of equity.
Forward and futures payoffs, cash-and-carry pricing, hedging, contract sizing, marking to market, margin and basis risk.
Rights and obligations, call and put payoffs, profit, bounds, put–call parity and introductory option strategies for risk management.
Policy expectations and surprises, high-frequency evidence, central-bank communication, Bitcoin, stablecoins, CBDC, payment systems and settlement.
