BA4825 Class Notes
The class notes will generally be distributed in pdf (Adobe Acrobat) format so that there won't be any problems in printing them out. The files will be uploaded to this web page and an email will be sent to the class email list announcing any additions.
You will be expected to come to class with these printed out. Note that these are not the exact slides we will be using. They may have some portions missing that you will be asked to fill-out/ complete during class. These notes will also be in a format that allows making annotations right next to the actual presentation.
If your computer does not recognize the files below you may need to download the Acrobat Reader (It's free!).
| File Name | Subject covered | Date of probable class to be used |
| deriv-ch01.pdf | Introduction, Structure of Option markets | 21 Feb. 2005 |
| deriv-ch02.pdf | 23 Feb. 2005 | |
| deriv-ch03.pdf | 28 Feb. 2005 | |
| deriv-ch04.pdf | 7 Mar. 2005 | |
| deriv-ch05.pdf | As the material for this chapter was quite lengthy, I have provided you with some options. If you wish you can use the version without the figures (deriv-ch05-nofig.pdf) (291k) or the full presentation which is 827k. The actual ppt presentation is 2,980k. | 14 Mar. 2005 |
| deriv-ch06.pdf | 21 Mar. 2005 | |
| deriv-ch07.pdf | 28 Mar. 2005 | |
| deriv-ch08.pdf | ||
| deriv-ch09.pdf | ||
| deriv-ch10-ng.pdf | ||
| deriv-ch11.pdf | ||
| deriv-ch12.pdf | ||
| deriv-ch13.pdf | ||
| deriv-ch14.pdf | ||
| deriv-ch15.pdf | ||
| deriv-ch16.pdf | ||
Additional Materials |
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| Binomial to Black-Scholes | ||
| Appendix A- Shortcut for calculating volatility | ||
| Chance software | ||