Lecture Notes

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

  1. Introductory Lecture (August 22)
  2. Mathematics Tutorial (August 24)
  3. Statistics Tutorial, Part 1 (August 29)
  4. Statistics Tutorial, Part 2 (August 31)
  5. Introduction to Options, Futures, and Other Derivatives (September 5)
  6. Pricing Forwards, Futures, and Options (September 7-12)
  7. Properties of Stock Options (September 14)
  8. Trading Strategies Involving Options (September 19)
  9. Midterm Exam #1 Review Session (September 21)
  10. Midterm Exam #1 (September 26)
  11. Binomial Trees (September 28-October 12, and BSM Pricing Equations as Limiting Cases of CRR Pricing Equations (October 17)
  12. American Options (October 19)
  13. Wiener Processes and Ito’s Lemma (October 24-26)
  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 1)
  18. TBA
  19. Review and Summary of the course (November 30)