Econ 251 Financial Economics B: Speculative Markets


 


Announcements

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

 

 

 

 

 


Send emails to me at f-alvarez1@uchicago.edu
or to your TA: Mariano Lanfranconi: mailto:mlanfran@uchicago.edu