Econ 251 Financial Economics B: Speculative Markets


 


Announcements

The most recent class announcement will be listed first.

Final Stats (out of 100):

-          Mean: 76

-          Median: 81

-          Max: 100

-          Min: 35

-          Std Dev: 17

 

Final’s schedule:

·         Seniors: June 2nd, 5:00pm to 7:00pm, HM130.

·         Non-seniors:

o       Section 1: June 11th, 1:30pm to 3:30pm, HM103.

o       Section 2: June 9th, 4:00pm to 6:00pm, HM103.

There will be only one review session on Thursday May 28th from 4 to 4:50 in STU 102. Mariano will go over Problem Set 3.

Problem Set 3 is due on Monday June 2nd. Please put your answers before 4pm in Mariano’s folder in front of RO 203. There will be a review session on Thursday May 22nd. Mariano will answer doubts about Problem Set 3.

Mariano’s office hours have changed. They will be on Tuesdays from 12 to 2 pm, in Stuart cafeteria.

There will be a review session on Thursday May 15th. Mariano will solve problem set 2.

Midterm Stats (out of 100):

-          Mean: 61

-          Median: 60

-          Max: 100

-          Min: 23

-          Std Dev: 17

 

Problem Set 2 is due on Thursday May 15th. Please put your answers before 4pm in Mariano’s folder in front of RO 203. There will be a review session on Thursday May 8th. Mariano will hand in the midterms and answer doubts about Problem Set 2.

There will be a review session on Thursday 1st. Mariano will solve the midterm.

There will be a TA session on Thursday 24th. As usual, Section 1: 4-4:50 in STU 102. Section 2: 5-5:50 in STU 104.

There will be a review session on Thursday 17th. Section 1: 4-4:50 in STU 102. Section 2: 5-5:50 in STU 104. Mariano will solve Problem Set 1.

Please check the new version of Problem Set 1. There was a typo in question 2, part (a).

Mariano’s office hours will be on Tuesdays from 1 to 3 pm, in Stuart cafeteria.

Problem Set 1 is due on Thursday 17th. Please put your answers before 4pm in Mariano’s folder in front of RO 203.

There will be a review session on Thursday 10th. Section 1: 4-4:50 in STU 102. Section 2: 5-5:50 in STU 104. Mariano will answer doubts about Problem Set 1.

There is no review session for the first week of classes.

The syllabus is on Lecture Notes I, below



 

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

Problem Set 1 (Solution)

Midterm (Solution)

Problem Set 2

Problem Set 2 (Solution)

Problem Set 3

Problem Set 3 (Solution)


 

 

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