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Unformatted text preview: Fundamental Theorems of Asset Pricing Cox-Ross-Rubinstein Option Pricing Theory Black-Scholes Model. REFERENCES : 1. H.H.Panjer,Ed. 1998. Financial Economics: With Applications to Investments, Insurance and Pensions, The Actuarial Foundation, Schaumburg, IL, Chapter 5, Chapter 11. 2. J.Hull. 2005. Options, Futures, and Other Derivatives, 5 th edition, Prentice Hall. Chapter 1 Chapter 14 3. Course notes (UW-ACE Angel web page) COURSE EVALUATION: will be based on assignments, one midterm and one final exam: ACTSC 446: Assignments: 10% Midterm: 25% Final: 65% ACTSC 846 : Assignments: 10% Midterm: 25% Project: 10% (Reading material) Final: 55% IMPORTANT DATE: Feb 6 (M) Midterm 11:30-12:20pm (Classroom)...
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This note was uploaded on 11/02/2011 for the course ACTSC 446 taught by Professor Adam during the Winter '09 term at Waterloo.
- Winter '09