Econ 251 Financial Economics B: Speculative Markets



The most recent class announcement will be listed first.


Class Notes (slides on power point)




Lectures Notes I

Lectures Notes II

Lecture Notes III

Lecture Notes IV (see also pdf file forward vs futures, below)

Lecture Notes V

Lecture Notes VI  (see also pdf file swaps details, below)

Lecture Notes VII

Lecture Notes VIII

Lecture Notes IX

Lecture Notes X

Lecture Notes XI

Lecture Notes XII

Lecture Notes XIII


Problems Sets




Problem Set 1



Other Class Related Materials

            Forward vs Futures , pdf

            Swaps, details , pdf


            Risk Neutral Probabilites, spreadsheet

            Put-Call using BS and Binomial, spreadsheet

            Put-Call using Monte Carlo, spreadsheet


            Log Normal Formulas, derivation pdf

            BS formula, derivation pdf






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