Lecture Notes

Lecture notes (and related spreadsheets) for Finance 4366 are available here:

  1. Introductory Lecture (January 9)
  2. Mathematics Tutorial (January 11)
  3. Statistics Tutorial, Part 1 (January 16)
  4. Statistics Tutorial, Part 2 (January 18)
  5. Introduction to Options, Futures, and Other Derivatives (January 23)
  6. Pricing Forwards, Futures, and Options (January 25-30)
  7. Properties of Stock Options (February 1)
  8. Trading Strategies Involving Options (February 6)
  9. Midterm Exam #1 Review Session (February 8)
  10. Midterm Exam #1 (February 13)
  11. Binomial Trees (February 15 – March 13, and BSM Pricing Equations as Limiting Cases of CRR Pricing Equations (October 17)
  12. American Options (March 15)
  13. Wiener Processes and Ito’s Lemma (March 20-March 22)
  14. Midterm Exam #2 Review Session (October 31)
  15. Midterm Exam #2 (November 2)
  16. The Black-Scholes-Merton Model (November 7-16)
  17. Credit Risk and Options Theory (November 28)
  18. Review and Summary of the course (November 30)