MATH 630 Spring 2020
Syllabus
Homework #1 (due 30 Jan.)
Homework #2 (due 6 Feb.)
Homework #3 (due 13 Feb.)
Homework #4 (due 20 Feb.)
Homework #5 (due 20 Feb.)
EXAM I, Thursday, 27 Feb.
Material for EXAM I: Sections 1.0-1.7, 2.1-2.4, 3.1-3.3
Sample Problems for Exam I
Homework #6 (TBD)
Homework #7 (TBD)
Homework #8 (TBD)
Homework #9 (TBD)
Slides for Chap. 4 Bonds
Slides for Chap. 6 Term Structure of Interest Rates
Bond Notes
Slides for Chap. 8 Interest Rates
Slides for Chap. 9 Derivatives
Binomial Option Pricing Notes
Homework #10 (TBD)
Continuous Time Options (Revised)
Black-Scholes equation