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