Modules / Lectures
Module NameDownload


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

Sl.No Chapter Name English
1Lecture 1: Probability space and their properties, Random variablesPDF unavailable
2Lecture 2: Mean, variance, covariance and their propertiesPDF unavailable
3Lecture 3:  Linear regression; Binomial and normal distribution; Central Limit TheoremPDF unavailable
4Lecture 4 :  Financial marketsPDF unavailable
5Lecture 5 : Bonds and stocksPDF unavailable
6Lecture 6 : Binomial and geometric Brownian motion (gBm) asset pricing modelsPDF unavailable
7Lecture 7 : Expected return, risk and covariance of returns PDF unavailable
8Lecture 8 : Expected return and risk of a portfolio; Minimum variance portfolioPDF unavailable
9Lecture 9 : Multi-asset portfolio and Efficient frontierPDF unavailable
10Lecture 10 : Capital Market Line and Derivation of efficient frontierPDF unavailable
11Lecture 11 : Capital Asset Pricing Model and Single index modelPDF unavailable
12Lecture 12 : Portfolio performance analysisPDF unavailable
13Lecture 13 : Utility functions and expected utilityPDF unavailable
14Lecture 14 :  Risk preferences of investorsPDF unavailable
15Lecture 15 : Absolute Risk Aversion and Relative Risk AversionPDF unavailable
16Lecture 16 : Portfolio theory with utility functionsPDF unavailable
17Lecture 17 : Geometric Mean Return and Roy's Safety-First CriterionPDF unavailable
18Lecture 18 : Kataoka's Safety-First Criterion and Telser's Safety-First CriterionPDF unavailable
19Lecture 19 : Semi-variance frameworkPDF unavailable
20Lecture 20 : Stochastic dominance; First order stochastic dominancePDF unavailable
21Lecture 21 : Second order stochastic dominance and Third order stochastic dominance PDF unavailable
22Lecture 22 : Discrete time model and utility function PDF unavailable
23Lecture 23 : Optimal portfolio for single-period discrete time modelPDF unavailable
24Lecture 24 : Optimal portfolio for multi-period discrete time model; Discrete Dynamic ProgrammingPDF unavailable
25Lecture 25 : Continuous time model; Hamilton-Jacobi-Bellman PDEPDF unavailable
26Lecture 26 : Hamilton-Jacobi-Bellman PDE; Duality/Martingale ApproachPDF unavailable
27Lecture 27 : Duality/Martingale Approach in Discrete and Continuous TimePDF unavailable
28Lecture 28 : Interest rates and bonds; DurationPDF unavailable
29Lecture 29 : Duration; ImmunizationPDF unavailable
30Lecture 30 : Convexity; Hedging and ImmunizationPDF unavailable


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