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 18)
  4. Statistics Tutorial, Part 2 (January 23)
  5. Introduction to Options, Futures, and Other Derivatives (January 25)
  6. Pricing Forwards, Futures, and Options (January 30 – February 1)
  7. Properties of Stock Options (February 6)
  8. Trading Strategies Involving Options (February 8)
  9. Midterm Exam #1 Review Session (February 13)
  10. Midterm Exam #1 (February 15)
  11. Binomial Trees (February 20 – March 1, and BSM Pricing Equations as Limiting Cases of CRR Pricing Equations (March 1)
  12. American Options (March 13-15)
  13. Wiener Processes and Ito’s Lemma (March 20-March 27)
  14. Midterm Exam #2 Review Session (March 29)
  15. Midterm Exam #2 (April 3)
  16. The Black-Scholes-Merton Model (April 5 – April 12)
  17. Credit Risk and Options Theory (April 19)
  18. April 24 (TBA)
  19. Review and Summary of the course (April 26)