Harvard | Mr. Policy Player
GMAT 750, GPA 3.4
MIT Sloan | Mr. Healthtech Consultant
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NYU Stern | Mr. Army Prop Trader
GRE 313, GPA 2.31
Harvard | Mr. Software PE
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Kellogg | Mr. Social Impact Initiative
GMAT 710, GPA 3.1
Chicago Booth | Mr. Unilever To MBB
GRE 308, GPA 3.8
INSEAD | Ms. Spaniard Consultant
GMAT 710, GPA 8.5/10.00
Rice Jones | Mr. Carbon-Free Future
GMAT 710, GPA 4.0
London Business School | Ms. Private Equity Angel
GMAT 660, GPA 3.4
Harvard | Mr. Navy Nuke
GMAT 710, GPA 3.66
Duke Fuqua | Mr. Salesman
GMAT 700, GPA 3.0
NYU Stern | Ms. Entertainment Strategist
GMAT Have not taken, GPA 2.92
Wharton | Mr. Future Non-Profit
GMAT 720, GPA 8/10
Chicago Booth | Ms. Indian Banker
GMAT 740, GPA 9.18/10
London Business School | Mr. FANG Strategy
GMAT 740, GPA 2.9
Cornell Johnson | Mr. Indian Dreamer
GRE 331, GPA 8.5/10
Wharton | Mr. Hopeful Fund Manager
GMAT 770, GPA 8.52/10
London Business School | Mr. LGBT Pivot
GMAT 750, GPA 3.7
Kellogg | Mr. Defense Engineer
GMAT 760, GPA 3.15
Harvard | Mr. CPPIB Strategy
GRE 329 (Q169 V160), GPA 3.6
Rice Jones | Mr. Student Government
GMAT 34 (ACT for Early Admit Program), GPA 3.75
Chicago Booth | Mr. Healthcare PM
GMAT 730, GPA 2.8
Kellogg | Ms. Sustainable Development
GRE N/A, GPA 3.4
Stanford GSB | Mr. Army Engineer
GRE 326, GPA 3.89
Kellogg | Ms. Big4 M&A
GMAT 740, GPA 3.7
MIT Sloan | Ms. Rocket Engineer
GMAT 710, GPA 3.9
Harvard | Mr. African Energy
GMAT 750, GPA 3.4

Essential MOOCs In Business For March

Asset Pricing, Part 2

School: University of Chicago

Platform: Coursera

Registration Link:  Asset Pricing – Part 2

Start Date: March 29, 2015 (6 Weeks Long)

Workload: 10-15 Hours Per Week

Instructor: John Cochrane

Credentials: Cochrane teaches asset pricing and economics courses at the Ph.D. level (and an advanced investment course in the MBA program) at the University of Chicago’s Booth School of Business. A Ph.D. from the University of California-Berkeley, Cochrane is best known for Asset Pricing, one of the premier textbooks in the field. Outside of Booth – where he has taught over 20 years – Cochrane is a research associate at the National Bureau of Economic Research, a former President of the American Finance Association, and a former editor of Journal of Political Economy. He is also the recipient of Booth’s Faculty Excellence Award for MBA Teaching.

Graded: Students can receive a verified certificate for successfully completing the course for $49.

Description: The follow up to Cochrane’s January course, part two ”explores some classic applications [of asset theory] including the Fama-French three-factor model, consumption and the equity premium, and extends the theory to cover options, bonds, and portfolios.” In particular, the course will cover the following concepts over six weeks: factor pricing models in action; time series predictability volatility and bubbles; macroeconomics and asset pricing; option pricing; term structure models and facts; and portfolio theory. As before, the course will include weekly reading assignments, lecture videos, problem sets, and quizzes. The course will conclude with a final exam.

Review: No reviews. Here is a review for part I: “I have seen most of the materials before, but it was explained exceptionally well. Furthermore, the exercises are spot on and really add to the understanding of the material. Highly recommended if you work in asset pricing.”

Additional Note: To complete the mathematical component of this course, Cochrane recommends that students set up a free jstor account. In addition, he specifies the following: “This course uses concepts from finance, undergraduate applied mathematics, advanced undergraduate / beginning graduate level economics, and time-series econometrics. You should be able to use single and multivariable calculus, simple differential equations, matrix algebra, and basic statistics. You should be able to program simple simulations in a matrix programming language like Matlab, Octave, R, Python, etc. You should have some background in economics, including utility functions and maximization, and have worked with basic time-series econometrics, such as AR(1) models.”

For students who haven’t take the first part of the course, they will need familiarity with the following: “You should not be scared by simple dz and dt mechanics, the basic consumption model $$ u'(c_t) p_t = \beta E_t u'(c_{t+1} x_{t+1}) $$ and regression-based factor pricing models such as the CAPM. Watching some of the videos might be a good brush up.”