15.437 Options and Futures Markets
Fall 2011
image restricted to class participants
Instructor: Hui Chen
TAs: Wei Dou, Yifan Zhou
Section A Lecture:
MW 10:00-11:30
(E51-149)
Section B Lecture: MW 1:00-2:30
(E51-149)
Office Hour (Prof.): M 4-5:30
(E62-637)
Office Hour(TA): T 4 - 5:30
(E62-629)
Information:
Announcements
Corrections to Practical Question Solutions
Dear Guys,
I posted corrections to some of questions' solutions in practical final exam. Please check it out.
Best wishes,
Winston
I posted corrections to some of questions' solutions in practical final exam. Please check it out.
Best wishes,
Winston
Announced on 16 December 2011 11:15 p.m. by Wei Dou
Extra OH
Dear Guys,
I will have an extra OH on Friday from 4:35 PM to 6:00 PM in E51-145. If you have questions, please come and we can discuss.
Best wishes,
Winston
I will have an extra OH on Friday from 4:35 PM to 6:00 PM in E51-145. If you have questions, please come and we can discuss.
Best wishes,
Winston
Announced on 12 December 2011 5:20 p.m. by Wei Dou
The HoLee Spreadsheet
Dear Class,
In order to use the spreadsheet correctly, please
In order to use the spreadsheet correctly, please
- Save as "
HoLeeBinomialTree
". Get rid of "Copy
of"...
- Load the Solver in your excel.
Best wishes,
Winston
Announced on 09 December 2011 4:23 p.m. by Wei Dou
Reminder: Recitation Tomorrow
Dear Class,
We shall have recitation tomorrow 2:30 PM in E51-145.
Best wishes,
Winston
We shall have recitation tomorrow 2:30 PM in E51-145.
Best wishes,
Winston
Announced on 08 December 2011 12:53 p.m. by Wei Dou
HoLee Spreadsheet Posted
Dear Class,
I just posted the spreadsheet for HoLee Model. You need to put in the market zero bond prices and other model parameters. Click the button "Get Thetas!". I will give an instruction for the use in the recitation this Friday.
Best wishes,
Winston
I just posted the spreadsheet for HoLee Model. You need to put in the market zero bond prices and other model parameters. Click the button "Get Thetas!". I will give an instruction for the use in the recitation this Friday.
Best wishes,
Winston
Announced on 06 December 2011 10:47 p.m. by Wei Dou
