Lectures schedule (L01)

Tutorials schedule (T01)

Monday/Wednesday/Friday
10:0010:50
(ST 59)

Thursday 12:0012:50 (ST
59) 
Midterm
and Assignments:
There will be 1 Midterm (October 25, Monday, 10:00am, ST59) and 5
Assignments.
Final
Exam:
It will cover all the materials covered in this course.
Grading scheme (Course Evaluation):
Exam, Midterm and Assignments

Value (% of your final mark)

Dates

Midterm

30%

October 25, Monday, 10:0010:50 (ST59) 
Assignments (5)

20%=5x4%
(4% for each assignment)

Due dates: Sept 30, Oct 14, Nov 4,
Nov 25, Dec 9 
Final Exam  50%  Wednesday, December 15, 8:0010:00am, ST59 
Day 
Monday 
Day 
Wednesday 
Day 
Friday 

13 
Lec1:
Introduction:
A Simple Market Model (Ch.1, sec. 1.11.2) 
15 
Lec2: Introduction:
A Simple Market Model (Ch.1,
sec. 1.31.4) 
17 
Lec3: Introduction:
A Simple Market Model (Ch.1,
sec. 1.51.6) 

Sep 
20 
Lec4: Introduction: A Simple Market Model (Ch.1, sec. 1.61.7)  22 
Lec5: RiskFree Assets (Ch.2, sec. 2.1, 2.1.12.1.2)  24 
Lec6: RiskFree Assets (Ch.2, sec. 2.1, 2.1.32.1.4) 
SepOct 
27 
Lec7: RiskFree Assets (Ch.2, sec. 2.12.2, 2.1.52.2.1)  29 
Lec8: RiskFree Assets (Ch.2, sec. 2.2, 2.2.2)  1 
Lec9: RiskFree Assets (Ch.2, sec. 2.2, 2.2.3) 
Oct 
4 
Lec10:
Risky
Assets (Ch.3, sec. 3.1.) 
6 
Lec11: Risky Assets (Ch.3, sec. 3.2.)  8 
Lec12: Risky Assets (Ch.3, sec. 3.2.1) 
Oct 
11 
Thanksgiving (No
Lecture) 
13 
Lec13: Risky Assets (Ch.3, sec. 3.2.2)  15 
Lec14:
Risky Assets (Ch.3, sec. 3.3.2) 
Oct 
18 
Lec15:
Discrete Time Market Models (Ch.
4, sec. 4.1., 4.1.14.1.2) 
20 
Lec16: Discrete Time Market Models (Ch. 4, sec. 4.1., 4.1.24.1.3)  22 
Lec17: Discrete Time Market Models (Ch. 4, sec. 4.1., 4.1.44.2) 
Oct 
25 
MIDTERM  27 
Lec18: Portfolio Management (Ch. 5, sec. 5.15.2)  29 
Lec19: Portfolio Management (Ch. 5, sec. 5.2, 5.2.1) 
Nov 
1 
Lec20: Portfolio Management (Ch. 5, sec. 5.3, sec. 5.3.15.3.2)  3 
Lec21: Portfolio Management (Ch. 5, sec. 5.4, sec. 5.4.15.4.3)  5 
Lec22: Forward and Futures Contracts (Ch. 6, sec. 6.1, 6.1.1) 
Nov 
8 
Lec23: Forward and Futures Contracts (Ch. 6, sec. 6.1, 6.1.2, 6.2)  10 
Lec24:
Forward and Futures Contracts
(Ch. 6, sec. 6.2, 6.2.16.2.2) 
12 
Reading Day (No
Lecture) 
Nov 
15 
Lec25: Options: General Properties (Ch. 7, sec. 7.17.2)  17 
Lec26: Options: General Properties (Ch. 7, sec. 7.3)  19 
Lec27: Options: General Properties (Ch. 7, sec. 7.4, 7.4.1) 
Nov 
22 
Lec28: Option Pricing (Ch. 8, sec. 8.1, 8.1.18.1.2)  24 
Lec29:
Option Pricing (Ch. 8, sec. 8.1,
8.1.38.1.4): CoxRossRubinstein Formula 
26 
Lec30: Option Pricing (Ch. 8, sec. 8.1, 8.1.4, 8.2) 
NovDec 
29 
Lec31: Option Pricing (Ch. 8, sec. 8.3): BlackScholes Formula  1 
Lec32: Option
Pricing (Ch. 8, sec. 8.3) (Tables of Normal Distributions and Exp Function) 
3 
Lec33: Financial Engineering (Ch. 9, sec. 9.1. 9.1.19.1.2) 
Dec 
6 
Lec34: Financial Engineering (Ch. 9, sec. 9.1. 9.1.3, sec. 9.2)  8 
Lec35: Financial Engineering (Ch. 9, sec. 9.2, 9.2.19.2.2)  10 
Lec36: Financial Engineering (Ch. 9, sec. 9.3) 
Your
Marks for Final and Letter Grades are Available Now. Send me Email to Know Your Marks. Assignment#5: DueThursday, December 9, 2010 (12:50pm, ST59) Assignment#4: DueThursday, November 25, 2010 (12:50pm, ST59) Assignment#3: DueThursday, November 4, 2010 (12:50pm, ST59) Assignment#2: DueThursday, October 14, 2010 (12:50pm, ST59) Assignment#1: DueThursday, September 30, 2010 (12:50pm, ST59) Assignment Policy 
