Textbook
John Hull, Options, Futures, and other Derivatives, seventh edition. It is available from bookstores and online book sellers.Lecture Powerpoints
- Class 1.ppt (Powerpoint format), or Class 1.pdf (Acrobat format)
- Class 2.ppt (Powerpoint format), or Class 2.pdf (Acrobat format)
- Class 3.pdf (Acrobat format only.)
Lecture notes by Bob Kohn
Other notes and web resources
- Wikipedia article on the TED spread.
- The TED spread for the past 9 years, from above.
- New York Times Editorial on new regulation of derivatives
- For the novice, hints on using Excel
Page last updated: September 17, 2009