15.437 Options & Futures Markets
Fall 2007
Instructor: Alex Stomper
TA: Tara Kumari Bhandari
Lecture: TR2.30-4 (E51-325)
Announcements
Final Exam Review Session
Monday the 10th, E52-175, 6-7PM.
Announced on 10 December 2007 2:40 p.m. by Tara Bhandari
Cheat sheet
Dear All,
I have now also posted the cheat sheet - it can be found towards the end of the "Materials" page.
In addition, you will get the table of the normal distribution that we used in class.
Best regards,
Alex Stomper
I have now also posted the cheat sheet - it can be found towards the end of the "Materials" page.
In addition, you will get the table of the normal distribution that we used in class.
Best regards,
Alex Stomper
Announced on 09 December 2007 8:37 p.m. by Alex Stomper
Sample questions - final exam
Dear All,
the sample questions can be found towards the end of the "Materials" page. Many thanks to Tara who invested some of her weekend into clarifying some sample questions!
I will post the cheat sheet later today.
Best regards,
Alex Stomper
the sample questions can be found towards the end of the "Materials" page. Many thanks to Tara who invested some of her weekend into clarifying some sample questions!
I will post the cheat sheet later today.
Best regards,
Alex Stomper
Announced on 09 December 2007 12:40 p.m. by Alex Stomper
exam details
The Friday, December 7th recitation has been cancelled and replaced with a Monday night exam review session. It will be held from 6-7pm, location TBD.
December 11th exam: E51-325 from 2:30 to 4pm (normal class time/place)
December 13th exam: E51-085 from 2:30 to 4pm
Remember to bring a calculator (with log and exponential functions)!
Announced on 06 December 2007 6:41 p.m. by Tara Bhandari
Lecture notes for the 17th class on Nov 27
Dear All,
I´ve posted a revised version of the lecture notes for today´s class on implied binomial trees. Now, the figures are all there, and I´ve also corrected the mistake in the example illustrating Longstaff´s method. Here is a link to the revised notes:
http://stellar.mit.edu/S/course/15/fa07/15.437/courseMaterial/topics/topic1/lectureNotes/Implied_trees/Implied_trees.pdf
Please review the slides concerning implied binomial trees prior to the next class so that you can follow my discussion of the effects of the 1987 crash.
Best regards,
Alex Stomper
I´ve posted a revised version of the lecture notes for today´s class on implied binomial trees. Now, the figures are all there, and I´ve also corrected the mistake in the example illustrating Longstaff´s method. Here is a link to the revised notes:
http://stellar.mit.edu/S/course/15/fa07/15.437/courseMaterial/topics/topic1/lectureNotes/Implied_trees/Implied_trees.pdf
Please review the slides concerning implied binomial trees prior to the next class so that you can follow my discussion of the effects of the 1987 crash.
Best regards,
Alex Stomper
Announced on 27 November 2007 5:13 p.m. by Alex Stomper