Weekly Schedule

MATH M451/M551 AND INFO I400/I590
Fall 2016

 

Week of August 22

Monday Introduction, Course outline, Markets, Securities, Traders
Wednesday Forward and futures contracts

Week of August 29

Monday Hedging and speculation strategies using futures and options
Wednesday

Interest rates, forward and futures prices

Week of September 5

Monday Labor Day! NO CLASS.
Wednesday Put-call parity for European options

Week of September 12

Monday Discrete Probability I
Wednesday Discrete Probability II

Week of September 19

Monday Stochastic Processes I, Discrete Probability III
Wednesday Stochastic Processes II, Discrete Probability IV

Week of September 26

Monday Discrete-Time pricing models, Discrete Probability V
Wednesday Midterm I

Week of October 3

Monday Stochastic Processes I
Wednesday Stochastic Processes II

Week of October 10

Monday Discrete-Time pricing models I
Wednesday Discrete-Time pricing models II

Week of October 17

Monday Discrete-Time pricing models III
Wednesday Discrete-Time pricing models IV

Week of October 24

Monday Discrete-Time pricing models V
Wednesday Discrete-Time pricing models VI

Week of October 31

Monday Discrete-Time pricing models VII
Wednesday Discrete-Time pricing models VIII

Week of November 7

Monday Midterm II
Wednesday Discrete-Time pricing models IX

Week of November 14

Monday Binomial Model I
Wednesday Binomial Model II

Week of November 21

Monday Thanksgiving Break! NO CLASS.
Wednesday Thanksgiving Break! NO CLASS.

Week of November 28

Monday Binomial Model III
Wednesday Pricing American Options I

Week of December 5

Monday Pricing American Options II
Wednesday Discussion