15.433 Investments
Spring 2012
Instructor: Eric Jacquier
TA: Eung Jun Lee
Lecture:
TTh 10:00-11:30
(E51-145)
Recitation: (Not all) Fridays 10:30-12:00
(E51-376 until March 16)
Office Hour 1: TUESDAY 11:30 - 12:30 pm
(E62-680)
Office Hour 2: THURSDAY 9:00 - 10:00 am
(E62-680)
FINAL RECITATION: TUESDAY MAY 15 4:00pm-6:00PM
(E62-250)
Information:
The recitation will move to E51-145 starting April 6.
Announcements
Exam solution
Hello all,
The second exam solution is posted.
Your exams are available at Bridgette's office.
The class did very well as a whole. The median is 91 out of 106.
Have a great summer!
The second exam solution is posted.
Your exams are available at Bridgette's office.
The class did very well as a whole. The median is 91 out of 106.
Have a great summer!
Announced on 23 May 2012 6:52 p.m. by Eric Jacquier
FINAL RECITATION
The Final recitation will take place Tuesday, May 15
4:00pm-6:00pm
Announced on 11 May 2012 11:35 p.m. by Eric Jacquier
Second Exam
Hello All,
The guidelines for the second exam are posted.
The solutions to the last problem set will be posted later today
The guidelines for the second exam are posted.
The solutions to the last problem set will be posted later today
Announced on 11 May 2012 6:48 p.m. by Eric Jacquier
PS 4 is POSTED
PS 4 is posted. You can do it in EXCEL if you prefer.
If you have questions on the problem set, do not hesitate
to email me or Brandon about it.
If you have questions on the problem set, do not hesitate
to email me or Brandon about it.
Announced on 03 May 2012 9:42 p.m. by Eric Jacquier
Precision on PS 3 Question 1.3
Question 1.3:
Assume that the standard deviations given are the RESIDUAL standard deviations of A, B, and C.
For the question per se: "What is the dollar standard deviation of your long, your short, and
your overall arbitrage portfolios?"
For each of these three portfolios (long, short, overall), answer the question or explain why you
can not answer it.
Assume that the standard deviations given are the RESIDUAL standard deviations of A, B, and C.
For the question per se: "What is the dollar standard deviation of your long, your short, and
your overall arbitrage portfolios?"
For each of these three portfolios (long, short, overall), answer the question or explain why you
can not answer it.
Announced on 01 May 2012 2:11 p.m. by Eric Jacquier
