Articles
Pricing of Illiquid Instruments and Transactions
Illiquid, non-traditional, and user-specific or customized transactions pose particular pricing challenges because indep...
Lecture 21 - Exchanges, Brokers, Dealers, Clearinghouses
As the starting point for this lecture, Professor Shiller contrasts the view of economics as the theory of the allocati...
Pricing of Liquid Instruments and Transactions
For transactions that trade on organized exchanges or in liquid over-the-counter (OTC) markets, market prices are relati...
Question: Performance Measurement Using Index Model Regressi...
This question appeared in one of the university exams for portfolio management. I’ve provided the question along with th...
Lecture 20 - Professional Money Managers and Their Influence
Professor Shiller argues that institutional investors are fundamentally important to our economy and our society. Follo...
Lecture 19 - Overview of Investment Banking
Professor Shiller characterizes investment banking by contrasting it to consulting, commercial banking, and securities ...
Lecture 18 - Monetary Policy
To begin the lecture, Professor Shiller explores the origins of central banking, from the goldsmith bankers in the Unit...
Market Liquidity Risk Limits
The risk measures used by a bank under stress scenarios should be estimated over a number of different time horizons. ...
Concentrated Positions and Market Risk
Sometimes the financial institutions may hold financial positions that are very large in size relative to the traded vol...
Lecture 17 - Options Markets
After introducing the core terms and main ideas of options in the beginning of the lecture, Professor Shiller emphasize...
Lecture 16 - Banking and Regulations in China with Laura Cha
This is a guest lecture by Laura Cha, former vice chair of the China Securities Regulatory Commission and a member of t...
Lecture 15 - Forward and Futures Markets
To begin the lecture, Professor Shiller elaborates on the difference between forwards and futures and on the role of fu...
The Accounting Trick That Fooled Polly Peck's Investors
Asil Nadir has been sentenced for his role in Polly Peck's downfall. But the truth is investors should have bailed out l...
Lecture 14 - A Brief History of AIG with Maurice "Hank" Gree...
This is a guest lecture by Maurice "Hank" Greenberg, former Chief Executive Officer at American International Group. Mr...
Lecture 13 - Overview of Banks
Banks are among our enduring of financial institutions. Their survival in so many different historical periods is testi...
Lecture 12 - Misbehavior, Crises, Regulation and Self Regula...
After talking about human failures and foibles in the last lecture, this lecture is concerned with regulation to minimi...
Save Your Finances When Renewing Insurance
[caption id="attachment_9372" align="alignright" width="303"] Car Insurance[/caption] When working out a household bu...
Link between Natural Catastrophes and Global Reinsurance
Natural disasters resulting in significant losses have become more frequent in recent decades, with 2011 being the costl...
Lecture 11 - Behavioral Finance
Deviating from an absolute belief in the principle of rationality, Professor Shiller elaborates on human failings and f...
Lecture 10 - Real Estate Finance
Real estate finance is so important that it has a very long and complex history. Describing the history of mortgage fin...
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