📚 Learning Resources - My Bookmarks

Finance & Asset Pricing

• Scott Condie - Math Bootcamp - Asset pricing basics
• John Cochrane - Teaching - Asset pricing lectures
• Pietro Veronesi - Research
• Pietro Veronesi - Teaching (Chicago Booth) - Asset pricing lectures
• Lasse Pedersen - Big Data & Asset Pricing - Big data and asset pricing
• Ralph Koijen - Demand System Asset Pricing - Demand system approach
• Hattori - Japanese Financial Markets - Japanese financial markets, etc.
• MFM Software Tools - Macro Finance Modeling
• Stochastic Calculus for Finance - My notes (incomplete)

Macroeconomics

• Markus Brunnermeier - Classes
• Emi Nakamura - Papers
• Thomas Drechsel - Teaching
• Jesús Fernández-Villaverde - Teaching
• Intro to OLG Models (VFI Toolkit)

Econometrics & Statistics

• Hedibert Lopes - Bayesian Econometrics
• Nagakura - Homepage
• An Introduction to Statistical Learning - Classic ML textbook
• Zhongjun Qu - Teaching

Programming & Numerical Methods

• QuantEcon (Julia) - Julia for economics
• Jouichi Nakajima - GitHub
• Computational Finance
• Computational Finance (Kamimura)
• Numerical Analysis (Kobayashi)

Microeconomics & Mathematical Economics

• Advanced Microeconomics (Hara)
• Mathematical Economics (Oyama)

Others

• Mathpedia - Pure mathematics (Japanese)
• Market Microstructure (Guéant) - Mean-field games

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