15.437 Options and Futures Markets
Fall 2014
Instructor: John Carrington Cox
TAs: Michael G Abrahams, Hong Ru
Lecture:
MW 10-11.30 (Section A) or MW 1-2.30 (Section B)
(E51-376)
Office Hours: T 1:00-2:00 (Michael) and W 3:00-4:00 (Hong)
(E51-242)
Information:
Announcements
Final Exam
Dear Students,We just email out the final take-home exam. You can also download it from course website. Plesae read the instruction VERY carefully. Please answer any four of the five questions. If you choose to answer five questions, all five will be graded and the BEST four will be counted. Good luck.
Best
Hong
Announced on 08 December 2014 12:03 p.m. by Hong Ru
Final Take-home Exam
Dear Students,I had planned to hand out the final exam in class on Monday(Dec 8). I have now learned that many students in the course have several take-home finance exams in the next few days. It is too late to change the schedule, but to make things a little easier for you I will distribute the exam to everyone by email at noon on Monday (Dec 8). It will also be posted on the course website.
Best
John
Announced on 07 December 2014 12:12 p.m. by Hong Ru
Recitation 7 Posted
Dear students,You'll find lecture notes for Recitation 7 posted on Stellar along with solutions to the examples.
In answer to a question brought up at the end of the session: hard copies of the final exam will be handed out to each section during their respective class times, and solutions can be turned in however is most convenient, either by hard copy, email, or blue books which will be provided in class.
Cheers,
Michael
Announced on 05 December 2014 4:44 p.m. by Michael G Abrahams
Recitation tomorrow
Dear students,Tomorrow's recitation notes have a good deal of material: we will cover the Black-Scholes model including dynamic hedging and the volatility skew, hedging exotics, and the options perspective of capital structure. If time permits I will cover some generalizations of Black-Scholes formula and the intuition.
I'll be presenting at the ordinary 2:00 time slot in E51-395. See you then!
Cheers,
Michael
Announced on 05 December 2014 1:54 a.m. by Michael G Abrahams
New Slides Posted
Dear Student,A few slides (Option Tables) in today's class are posted on Stellar. You can download them now.
Best
Hong
Announced on 03 December 2014 8:38 p.m. by Hong Ru
