| Number | Topic and link | Due date |
|---|---|---|
| 1 | Arbitrage, simple bond math | Sept. 10 |
| 2 | One period models, binomial and trinomial, arbitrage pricing | Sept. 17 |
| 3 | Multi period models and dynamic hedging | Sept. 24 |
| 4 |
Black Scholes formula Excel instructions |
Oct. 8 |
| 5 |
More Black Scholes Excel help |
Oct. 15 |
| 6 |
Stochastic calculus |
Oct. 22 |
| 7 |
Computing option prices main.cpp TimeStep.cpp FinalValues.cpp prototypes.h A picture of the spreadsheet |
Oct. 29 |
| 8 |
More computing Homework8.pdf, spreadsheet instructions |
Nov. 5 | 9 |
Interest rate products and pricing |
Nov. 19 | 10 |
Credit |
Dec. 10 | ** |
Sample questions for the finalt |
*** |
