Final Exam Info

Final Exam Info - Final Examination Information March 14...

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Final Examination Information March 14. 2011 ARE I71A A. Havenner Anoptional review session will beheld the afternoonofWednesday, March 16, 2011, from 5:00-6:30 in Haring 1204. In addition, Ana will hold an office hour Friday March 18,2011 from 12:00-1:00 in the usual TA office hour room, and I will be available that Friday from 3:00 until 4:00 in my office (SSH 3107) for last minute questions. The final examination is Saturday March 19, 2010 from 8:00 to 10:00 AM in the usual classroom. Do not bringscratch paperorother materials to theexamination. You will answer onthe examination itself, and you can use the backs for scratch paper. Everything else must be stowed away. The examination will be closed book. A calculator will be required. There may be some alge- braic/derivation problems. The following sections of chapters 4,5, 7, 9, 10, 12, and 22 everything in my notes on the class web page will be covered, with two exceptions: 1) pages 84-94 on fair games and martingales, and 2) pages 95-108 on Real Options. Chapters 10 and 22 and related materials are a very important segment of the course. The final will emphasize the material since the midterm, but there will be some of the more interesting problems from the earlier material. In general, formulas will be provided (do not memorize the Black-Scholes equations!), although you must know which to use, and some equations are part of the logic of solving the problem (e.g., the replicating portfolio equations in pricing binomial options). Post-Midterm Text Topics: Chapter 10. Return and Risk: The Capital Asset Pricing Model (CAPM) All of chapter 10, with extensive supplementary material provided in the class notes. Be able to derive the CAPM and explain the logic of critical steps. Skip Chapter 11.
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This note was uploaded on 02/27/2012 for the course ARE 171A taught by Professor Whitney during the Spring '08 term at UC Davis.

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Final Exam Info - Final Examination Information March 14...

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