Class #07:  Thursday 13-Dec-2012 and Saturday 15-Dec-2012


Questions for assignment due at the beginning of this class
  • Equity derivatives questions (posted 05-Dec-2012)

Articles and postings that are useful (necessary) for this class
  • Excel template with Monte Carlo (New v07!!!)
  • Also bring this template (New 13-Dec-2012)
  • Notes on Monte Carlo analysis

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
  • Printed 1 slide per page
  • Printed 6 slides per page

Class notes from the 2nd half of class
  • Printed 1 slide per page
  • Printed 6 slides per page


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Modeling: Class 07