Lecture Notes

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

  1. Introductory Lecture (January 15)
  2. Mathematics Tutorial (January 17)
  3. Statistics Tutorial, Part 1 (January 22)
  4. Statistics Tutorial, Part 2 (January 24)
  5. Introduction to Options, Futures, and Other Derivatives (January 29)
  6. Pricing Forwards, Futures, and Options (January 31 – February 5)
  7. Properties of Stock Options (February 7)
  8. Trading Strategies Involving Options (February 12)
  9. Midterm Exam #1 Review Session (February 14)
  10. Midterm Exam #1 (February 19)
  11. Binomial Trees (February 26 – March 5, and BSM Pricing Equations as Limiting Cases of CRR Pricing Equations (March 5)
  12. American Options (March 7)
  13. Wiener Processes and Ito’s Lemma (March 19 – 26)
  14. Midterm Exam #2 Review Session (March 28)
  15. Midterm Exam #2 (April 2)
  16. The Black-Scholes-Merton Model (April 4 – April 18)
  17. Credit Risk and Options Theory (April 23)
  18. Real Options (April 25 – 30)
  19. Review and Summary of the course (May 2)