My Coursera Asset Pricing MOOC is now open. The direct link is here -- but you may need to register to see it.
I recommend browsing the week 1 videos, especially the theory preview videos, if you want a sense of what it's all about. Week 0 is background material on continuous time math.
Week 0 (background) and week 1 are up now, 2 and 3 should be up later this week.
Warning, this is a PhD level asset pricing class, designed to get you in to the theory used for research-level asset pricing. It pretty much follows my textbook "Asset Pricing" (and supplementary material) You don't have to buy the text to take the Coursera class. People who just want to watch the videos are also welcome.