Online Free Learning Resources for Finance-Majored Students

frank16

1、Data
Federal Reserve Economic Data: （U.S.macroeconomic data）
http://research.stlouisfed.org/fred2/

Ken. French data library (mainly portfolioreturns sorted by various factors)
http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html

IPO resources page (IPO data)
http://bear.warrington.ufl.edu/ritter/iporefs/ipopage.html
http://bear.warrington.ufl.edu/ritter/ipodata.htm

2、Fin& Econ Courses: (Data, detailed slides & teaching notes, codes)
Professor Damodaran’s course on valuation,Corporate Finance and investment (strongly recommended)
http://pages.stern.nyu.edu/~adamodar/

Time Series Analysis and StatisticalArbitrage (NYU mathematical finance course)
http://cims.nyu.edu/~almgren/timeseries/

Analysis of Financial Time Series (U.Chicago time series course, strongly recommended)
http://faculty.chicagobooth.edu/ruey.tsay/teaching/fts/

Empirical Methods in Finance (U. UtahFinance PhD course)
http://home.business.utah.edu/finmll/fin787/fin7870.html

Financial Econometrics (stronglyrecommended)
http://www.math.uncc.edu/~zcai/econ6219.html

Empirical Asset Pricing (U. Chicago FinancePhD Course, strongly recommended)
http://faculty.chicagobooth.edu/john.cochrane/teaching/Empirical_Asset_Pricing/

Advanced Investments (U. Chicago MBAfinance course)
http://faculty.chicagobooth.edu/john.cochrane/teaching/35150_advanced_investments/#lecture_notes

Econometrics
http://fmwww.bc.edu/ec-c/s2009/327/

Global Asset Allocation and Stock SelectionDuke MBA finance course, strongly recommended)
http://www.duke.edu/~charvey/Classes/ba453/syl453.htm

Topics inHedge Fund Strategies (NYU MBA courses)
http://people.stern.nyu.edu/lpederse/courses/HFS/HFS.html

Financial Econometrics:
http://www.unibocconi.eu/wps/wcm/connect/SitoPubblico_EN/Navigation+Tree/Home/Departments/Department+of+Finance/Resources/8448+-+Financial+Econometrics+and+Empirical+Finance+-+Module+2_Trioschi+2009+06+23+11+40?back=y

Boccioni MSc in finance course:
http://www.unibocconi.eu/wps/wcm/connect/SitoPubblico_EN/Navigation+Tree/Home/Departments/Department+of+Finance/Resources/?lang=en

MacroTheory:
http://sdamerican.com/osmikhail/Eco7206/F2002/Eco-7205-f2002.htm

Advanced Macroeconomics (PhD course, stronglyrecommended):
http://people.brandeis.edu/~ghall/econ303/

Interest Rate and Credit Models
http://www.math.nyu.edu/~alberts/spring07/index.html

Investments: (taught by a ChineseProfessor)
http://www.mgt.ncu.edu.tw/~chou/fin647-2003.htm

Topics inDynamic Asset Pricing
http://faculty.chicagobooth.edu/pietro.veronesi/teaching/BUS537.htm

3、Professors’Personal Website (course taught, research data & comments on policy issues)

John. Cochrane (my personal favorite, assetpricing &macroeconomics)
http://faculty.chicagobooth.edu/john.cochrane/

G.William Schwert (financial econometrics & M&A)
http://schwert.simon.rochester.edu/

RaghuramG. RajanBanking, Financial Regulation and CorporateFinance)
http://faculty.chicagobooth.edu/raghuram.rajan/research/

Lasse H.Pedersen (liquidity risk and financial crisis)
http://people.stern.nyu.edu/lpederse/index.htm

James D.Hamilton (mainly on Econometrics)
http://econ.ucsd.edu/~jhamilto/

N.Gregory Mankiw (Macroeconomic issues)
http://www.economics.harvard.edu/faculty/mankiw/columns_and_talks

Campbell R.Harvey （mainly on investment side）
http://www.duke.edu/~charvey/

4、Tipson Writing Economics Papers  
http://www.bus.lsu.edu/hill/writing_economics_papers.htm

5、WorkingPapers
Federal Reserve Working Paper: (以St. Louis 和 New Yorkpaper 研究质量最高)
http://research.stlouisfed.org/wp/archives/?category_id=2&ref=wpyears
http://www.newyorkfed.org/research/index.html

NBER:
http://www.nber.org/

6、StatisticalPackages & Programming
Stata: (the most comprehensiveself-learning website from Princeton University)
http://dss.princeton.edu/online_help/stats_packages/stata/

C++programs for Finance:
http://finance.bi.no/~bernt/gcc_prog/

Econometrics Toolbox in Matlab:
http://www.spatial-econometrics.com/

Variousprogramming tools:
http://ihome.cuhk.edu.hk/~b121456/tools.html

Matlab code:
http://personal.strath.ac.uk/gary.koop/bayes_matlab_code_by_koop_and_korobilis.html

Matlabprogram files for Stochastic Differential Equations
http://www-math.bgsu.edu/~zirbel/sde/matlab/index.html

EconometricProgramming Advice:
http://www.kellogg.northwestern.edu/faculty/petersen/htm/papers/se/se_programming.htm

QuantitativeFinance Codes Collector:
http://www.mathfinance.cn/category/matlab/
http://www.quantcode.com/modules/mydownloads/

Matlab-FinancialModeling and Analysis (strongly recommended)
http://www.ariszheng.com/?p=279

lewnysh

多谢
mark

lanmaidou

非常感谢楼主的分享！
想请教下，有没有fin&econ方面的开放课程 open course的Lecture recording呢？
只知道yale的金融理论和金融市场，其他的都很难找到了。

frank16

确实挺少的，毕竟商学院课程比较值钱，MBA们都是花了大把银子来上课的，~

Moonpainter

mark, thanks!!

BeBrave2011

这个真是好。赞楼主！