Class #07: Saturday 10-Dec-2011 and Sunday 11-Dec-2011
THURSDAY'S CLASS HAS BEEN RESCHEDULED
VERY IMPORTANT ... read the directions emailed to you regarding
bringing a USB drive with you to class. The directions have been
copied to the "Final" page.
Questions for assignment due at the beginning of this class
Articles and postings that are useful (necessary) for this class
Notes:
Class notes from the 1st half of class
Class notes from the 2nd half of class
{Go back to FINA 5840 home page}
THURSDAY'S CLASS HAS BEEN RESCHEDULED
VERY IMPORTANT ... read the directions emailed to you regarding
bringing a USB drive with you to class. The directions have been
copied to the "Final" page.
Questions for assignment due at the beginning of this class
- Equity derivatives questions (re-posted 02-Dec-2011)
Articles and postings that are useful (necessary) for this class
Notes:
- We will use CCR rates throughout. Just for your personal knowledge, if you
ever want to convert from CCR to EAR:
- EAR = exp(r) - 1
1 + EAR = exp(r)
r = ln(1 + EAR)
Class notes from the 1st half of class
Class notes from the 2nd half of class
{Go back to FINA 5840 home page}
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Modeling: Class 07