15.437  Options and Futures Markets

Dear All,

1. The final exam will be posted tomorrow at 4pm on Stellar.
2. Today's recitation slides and solutions have been posted.
3. Check out Recitation #6 if you want to do additional option exercises (e.g., exotic, with dividends, etc.)

Good luck tomorrow!

Daniel 

Dear All,

Just a reminder that the final exam will be a take-home exam. It will be given out at the end of class on Tuesday, May 12 and will be due in at 5:00 p.m. on Thursday, May 14 (Jayna Cummings, in E62-611). The final exam will be open book and open notes. However, you are not allowed to talk about the exam with other people. Here are a couple of additional points:

1. Last year's final (and solutions) have been posted.
2. The solutions to Quiz #2 have been posted. Prof. Cox will return your quizzes today.
3. The final review recitation will be next Monday (May 11) from 4-5:30pm in E62-250.

Thanks,

Daniel

Dear All,

Quiz #2 has been posted on Stellar. The quiz is due by 2:30 p.m. on April 30. It can be turned in at the beginning of class or to Prof. Cox's assistant, Jayna Cummings, in E62-611. In addition, please note the following:

1. We have posted problem sets 6 and 7 (including solutions)
2. Do not forget to turn in your two written reports over the next few weeks (if you have not done that yet).
3. Because of MIT Sloan Admit Weekend, tomorrow's optional recitation is in Room 56-114 (Whitaker Building - Main Campus) at 1pm. I will post the slides after the recitation.

Thanks,

Daniel

Dear All,

The "Dutch Guilder" cases (A and B) will be discussed in class next Tuesday (April 14th). To make your life easier (in case that you are submitting any or both of the cases), we have posted all option prices (on Stellar under "Case Notes"). This has the following implications for your write-ups:

1. Case A: One part of the problem asked to find the missing option prices. You no longer have to find those. You just need to explain why the posted values for the missing option prices are correct.
2. Case B: You can start working using the posted option values.

Thanks,

Daniel

Dear All,

Just a brief reminder that tomorrow's midterm is open books/notes. You can bring printed copies of whatever you think is helpful. Please make sure to bring a calculator. You are NOT allowed to use your laptop or mobile devices.

Finally, the slides of today's review session (including solutions to the exercises) have been posted.

Good luck!

Daniel