Introduction

This repository contains Julia code for a MSc course in Financial Theory at UNISG.

Instructions

Most files are jupyter notebooks. Click one of them to see it online. If GitHub fails to render the notebook or messes up the LaTeX in the Markdown cells, then use nbviewer. Instructions: try to open the notebook at GitHub, copy the link and paste it in the address field of nbviewer.
To download this repository, use the Download (as zip) in the Github menu. Otherwise, clone it.

ChapterNumber_Topic.ipynb are notebooks organised around different topics. The chapter numbers correspond to the lecture notes (pdf).
The pdf file contains the lecture notes.
The folder Data contains data sets used in the notebooks, while the folder jlFiles contains .jl files with some functions also used in the notebooks.
The plots are in png format. If you want sharper plots, change default(fmt = :png) to default(fmt = :svg) in one of the top cells.
The current version is tested on Julia 1.9 and 1.10.

Name		Name	Last commit message	Last commit date
Latest commit History 170 Commits
Data		Data
jlFiles		jlFiles
.gitattributes		.gitattributes
.gitignore		.gitignore
Ch01_Basics.ipynb		Ch01_Basics.ipynb
Ch01b_MatrixAlgebra.txt		Ch01b_MatrixAlgebra.txt
Ch02_PortfolioChoice1.ipynb		Ch02_PortfolioChoice1.ipynb
Ch03_MeanVariance.ipynb		Ch03_MeanVariance.ipynb
Ch03b_MV_NoShortSales.ipynb		Ch03b_MV_NoShortSales.ipynb
Ch04_Betas.ipynb		Ch04_Betas.ipynb
Ch05_PortfolioChoice2.ipynb		Ch05_PortfolioChoice2.ipynb
Ch05b_NumericalOpt_Appendix.txt		Ch05b_NumericalOpt_Appendix.txt
Ch06_CAPM.ipynb		Ch06_CAPM.ipynb
Ch07_FX.ipynb		Ch07_FX.ipynb
Ch07_FX_.ipynb		Ch07_FX_.ipynb
Ch08_PerfEval.ipynb		Ch08_PerfEval.ipynb
Ch09_RiskMeasures.ipynb		Ch09_RiskMeasures.ipynb
Ch10_UtilityTheory.ipynb		Ch10_UtilityTheory.ipynb
Ch11_MultiFactorM.ipynb		Ch11_MultiFactorM.ipynb
Ch12_LongRun.ipynb		Ch12_LongRun.ipynb
Ch13_EfficientMarkets.ipynb		Ch13_EfficientMarkets.ipynb
Ch14_DynamicPortfolios.ipynb		Ch14_DynamicPortfolios.ipynb
Ch15_Forwards.ipynb		Ch15_Forwards.ipynb
Ch16_Bonds1.ipynb		Ch16_Bonds1.ipynb
Ch17_Bonds2.ipynb		Ch17_Bonds2.ipynb
Ch18_Bonds3.ipynb		Ch18_Bonds3.ipynb
Ch19_Options1.ipynb		Ch19_Options1.ipynb
Ch20_Options2.ipynb		Ch20_Options2.ipynb
Ch21_Options3.ipynb		Ch21_Options3.ipynb
Ch22_Options4.ipynb		Ch22_Options4.ipynb
Fin1All.pdf		Fin1All.pdf
Fin2All.pdf		Fin2All.pdf
LICENSE.txt		LICENSE.txt
Readme.md		Readme.md