Modules / Lectures
Module NameDownload
noc20_ma36_assignment_Week_0noc20_ma36_assignment_Week_0
noc20_ma36_assignment_Week_1noc20_ma36_assignment_Week_1
noc20_ma36_assignment_Week_10noc20_ma36_assignment_Week_10
noc20_ma36_assignment_Week_11noc20_ma36_assignment_Week_11
noc20_ma36_assignment_Week_12noc20_ma36_assignment_Week_12
noc20_ma36_assignment_Week_2noc20_ma36_assignment_Week_2
noc20_ma36_assignment_Week_3noc20_ma36_assignment_Week_3
noc20_ma36_assignment_Week_4noc20_ma36_assignment_Week_4
noc20_ma36_assignment_Week_5noc20_ma36_assignment_Week_5
noc20_ma36_assignment_Week_6noc20_ma36_assignment_Week_6
noc20_ma36_assignment_Week_7noc20_ma36_assignment_Week_7
noc20_ma36_assignment_Week_8noc20_ma36_assignment_Week_8
noc20_ma36_assignment_Week_9noc20_ma36_assignment_Week_9


Sl.No Chapter Name MP4 Download
1Lecture 1: Probability space and their properties, Random variablesDownload
2Lecture 2: Mean, variance, covariance and their propertiesDownload
3Lecture 3:  Linear regression; Binomial and normal distribution; Central Limit TheoremDownload
4Lecture 4 :  Financial marketsDownload
5Lecture 5 : Bonds and stocksDownload
6Lecture 6 : Binomial and geometric Brownian motion (gBm) asset pricing modelsDownload
7Lecture 7 : Expected return, risk and covariance of returns Download
8Lecture 8 : Expected return and risk of a portfolio; Minimum variance portfolioDownload
9Lecture 9 : Multi-asset portfolio and Efficient frontierDownload
10Lecture 10 : Capital Market Line and Derivation of efficient frontierDownload
11Lecture 11 : Capital Asset Pricing Model and Single index modelDownload
12Lecture 12 : Portfolio performance analysisDownload
13Lecture 13 : Utility functions and expected utilityDownload
14Lecture 14 :  Risk preferences of investorsDownload
15Lecture 15 : Absolute Risk Aversion and Relative Risk AversionDownload
16Lecture 16 : Portfolio theory with utility functionsDownload
17Lecture 17 : Geometric Mean Return and Roy's Safety-First CriterionDownload
18Lecture 18 : Kataoka's Safety-First Criterion and Telser's Safety-First CriterionDownload
19Lecture 19 : Semi-variance frameworkDownload
20Lecture 20 : Stochastic dominance; First order stochastic dominanceDownload
21Lecture 21 : Second order stochastic dominance and Third order stochastic dominance Download
22Lecture 22 : Discrete time model and utility function Download
23Lecture 23 : Optimal portfolio for single-period discrete time modelDownload
24Lecture 24 : Optimal portfolio for multi-period discrete time model; Discrete Dynamic ProgrammingDownload
25Lecture 25 : Continuous time model; Hamilton-Jacobi-Bellman PDEDownload
26Lecture 26 : Hamilton-Jacobi-Bellman PDE; Duality/Martingale ApproachDownload
27Lecture 27 : Duality/Martingale Approach in Discrete and Continuous TimeDownload
28Lecture 28 : Interest rates and bonds; DurationDownload
29Lecture 29 : Duration; ImmunizationDownload
30Lecture 30 : Convexity; Hedging and ImmunizationDownload
31Lecture 31: Quantiles and their propertiesDownload
32Lecture 32:  Value-at-Risk and its propertiesDownload
33Lecture 33: Average Value-at-Risk and its propertiesDownload
34Lecture 34: Asset allocationDownload
35Lecture 35: Portfolio optimizationDownload
36Lecture 36: Portfolio optimization with constraints, Value-at-Risk: Estimation and backtestingDownload

Sl.No Chapter Name English
1Lecture 1: Probability space and their properties, Random variablesDownload
Verified
2Lecture 2: Mean, variance, covariance and their propertiesDownload
Verified
3Lecture 3:  Linear regression; Binomial and normal distribution; Central Limit TheoremDownload
Verified
4Lecture 4 :  Financial marketsDownload
Verified
5Lecture 5 : Bonds and stocksDownload
Verified
6Lecture 6 : Binomial and geometric Brownian motion (gBm) asset pricing modelsDownload
Verified
7Lecture 7 : Expected return, risk and covariance of returns Download
Verified
8Lecture 8 : Expected return and risk of a portfolio; Minimum variance portfolioDownload
Verified
9Lecture 9 : Multi-asset portfolio and Efficient frontierDownload
Verified
10Lecture 10 : Capital Market Line and Derivation of efficient frontierDownload
Verified
11Lecture 11 : Capital Asset Pricing Model and Single index modelDownload
Verified
12Lecture 12 : Portfolio performance analysisDownload
Verified
13Lecture 13 : Utility functions and expected utilityDownload
Verified
14Lecture 14 :  Risk preferences of investorsDownload
Verified
15Lecture 15 : Absolute Risk Aversion and Relative Risk AversionDownload
Verified
16Lecture 16 : Portfolio theory with utility functionsDownload
Verified
17Lecture 17 : Geometric Mean Return and Roy's Safety-First CriterionDownload
Verified
18Lecture 18 : Kataoka's Safety-First Criterion and Telser's Safety-First CriterionDownload
Verified
19Lecture 19 : Semi-variance frameworkDownload
Verified
20Lecture 20 : Stochastic dominance; First order stochastic dominanceDownload
Verified
21Lecture 21 : Second order stochastic dominance and Third order stochastic dominance Download
Verified
22Lecture 22 : Discrete time model and utility function Download
Verified
23Lecture 23 : Optimal portfolio for single-period discrete time modelDownload
Verified
24Lecture 24 : Optimal portfolio for multi-period discrete time model; Discrete Dynamic ProgrammingDownload
Verified
25Lecture 25 : Continuous time model; Hamilton-Jacobi-Bellman PDEDownload
Verified
26Lecture 26 : Hamilton-Jacobi-Bellman PDE; Duality/Martingale ApproachDownload
Verified
27Lecture 27 : Duality/Martingale Approach in Discrete and Continuous TimeDownload
Verified
28Lecture 28 : Interest rates and bonds; DurationDownload
Verified
29Lecture 29 : Duration; ImmunizationDownload
Verified
30Lecture 30 : Convexity; Hedging and ImmunizationDownload
Verified
31Lecture 31: Quantiles and their propertiesPDF unavailable
32Lecture 32:  Value-at-Risk and its propertiesPDF unavailable
33Lecture 33: Average Value-at-Risk and its propertiesPDF unavailable
34Lecture 34: Asset allocationPDF unavailable
35Lecture 35: Portfolio optimizationPDF unavailable
36Lecture 36: Portfolio optimization with constraints, Value-at-Risk: Estimation and backtestingPDF unavailable


Sl.No Language Book link
1EnglishNot Available
2BengaliNot Available
3GujaratiNot Available
4HindiNot Available
5KannadaNot Available
6MalayalamNot Available
7MarathiNot Available
8TamilNot Available
9TeluguNot Available