15.437  Options and Futures Markets

MS's Balance Sheet

Dear class,

For the final project, if you find necessary, feel free to use the balance sheet of MS from Yahoo finance: http://finance.yahoo.com/q/bs?s=MS+Balance+Sheet&annual

Best,
Yixin

Announced on 08 December 2013  7:54  p.m. by Yixin Chen

Guest Speaker: Matt Pritsker on 12/02

On Monday 12/02, we will have Matt Pritsker, Senior Economist at the Federal Reserve of Boston, to speak in 437. Notice that attendance in this lecture will be counted towards your participation grade.

Bio:

Matt Pritsker is a senior financial economist in the Bank Supervision Division at the Federal Reserve Bank of Boston. His research is in the areas of asset pricing, market microstructure, risk measurement and management, and banking. His most recent research is on the design of systemic-risk stress tests for the banking system. Other recent papers are on Knightian uncertainty in interbank markets, and on how securitization affects banking. Other research papers are on market liquidity, financial contagion, and financial econometrics. In addition to his research, Matt works on regulatory policy, and participates in regulatory assessments of banks risk measurement systems.

Matt earned a BA in economics from the University of Michigan in 1986, and a Ph.D. in economics from Princeton University in 1992. Before the Federal Reserve Bank of Boston Matt was a Senior Economist at the Federal Reserve Board. He also has been a visiting professor at NYU Stern Schoool of Business, and at the Haas School of Business at UC Berkeley, and has been an adjunct professor at Johns Hopkins University and at Georgetown University.

Announced on 01 December 2013  4:21  p.m. by Hui Chen

Recitation Note Uploaded

Dear class,

Just a reminder that there is a recitation tomorrow, 2:30-4:00, at E62-221. The note has already been posted.

Best,
Yixin

Announced on 27 November 2013  12:12  a.m. by Yixin Chen

Recitation this Wednesday

Dear class,

Since this Friday is a holiday, we will have our recitation on Wednesday afternoon, 2:30-4:00, at E62-221. I will go over the credit derivative models in the recitation.

Best,
Yixin

Announced on 26 November 2013  12:47  a.m. by Yixin Chen

Recitation Tomorrow, RESCHEDULED!

Dear class,

We will have our recitation tomorrow 2:30-4:00 at E51-325. I will post the notes later.

See you tomorrow!
Yixin

Announced on 21 November 2013  7:23  p.m. by Yixin Chen