FINA7350


*Syllabus for the Fall 2009 semester

 

*Chapter 8: Mechanics of options markets

 

*HW1            *HW1 ANS

 

*Chapter 10: Trading strategies involving options

 

*HW2            *HW2 ANS

*HW3            *HW3 ANS

 

*Chapter 9: Properties of stock options prices

 

*Material for EXAM I            *EXAM I example      *EXAM I example: ANS        *EXAM I: ANS

 

*Chapter 13: The Black and Scholes model

 

*HW4            *HW4 ANS

 

*Chapter 15: Options on stock indices and currencies

 

*HW5            *HW 5 ANS

*HW6            *HW 6 ANS

 

*Material for EXAM II           *EXAM II example    *EXAM II example: ANS       *EXAM II: ANS

 

*Chapter 17: The Greek letters

 

*HW7            *HW 7 ANS

*HW 8           *HW 8 ANS

 

*Chapter 28: Interest rates options

 

*HW 9 Take a look at Q8. I rewrote it to make it clearer.

 

*Material for EXAM III          *EXAM III example               *EXAM III example: ANS

 

 

*Ramon Rabinovitch Home Page