Class #07: Thursday 09-Dec-2010 and Saturday 11-Dec-2010
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 584 home page}
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
Articles and postings that are useful (necessary) for this class
- Two stock example v02
- Excel Template with Monte Carlo
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 584 home page}
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Modeling: Class 07