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Unformatted text preview: Ramaswamy, Krishna
From: Sent: To: Subject: Importance: FINANCIAL DERIVATIVES [[email protected]] on behalf of Ramaswamy, Krishna [[email protected]] Friday, January 22, 2010 12:14 AM [email protected] Finderivs: Weekly E-mail Sent 21 Jan 2010 High Dear All: 1. This week's lecture dealt with the mechanics of forward and futures markets. You will find relevant material in Chapter 1 and 2 of Hull, and of course in my NotestoLectures file named "NLJan1322" in the web caf, which you must now read hard. 2. I've started to place Problems you should work on in the web caf folders... they deal w Forward and Futures market mechanisms. I've avoided (as best I can) the big issue how do we determine the forward price G(t,T) and the futures price F(t,T) (but see below!). 3. FOR NEXT WEEK: We will begin finding the fair forward and futures price. I'll bring the LectureNotes LNJan25 29 file to class (just fyi, it's already available on web caf.) 4. FOR NEXT WEEK: Please read Chapter 1 of Hull's book, and skim Chapter 2. 5. Office Hours Friday Jan 22: I will hold them from 12:30pm to 2pm in my office 3259 SHDH. (I have to attend the student run Wharton Value Investing Investments Conference in the afternoon at the Union League Club, and I forgot to allow time for the announcement of an invitation to attend that event at the end of class today!) 6. Office Hours Next Week (as posted last week, repeated here for your convenience): Monday Jan 25 12 to 1:20pm Darshak Shah 2400 SHDH Cubicle Tuesday 11am to 12 noon Krishna 3259 SHDH Tuesday 3 to 4:20pm Ashwin Pandith 2400 SHDH Cubicle Wednesday 12 to 1:20pm Artem Mariychin 2400 SHDH Cubicle Thursday 12 to 1:20pm Darshak Shah 2400 SHDH Cubicle Friday Jan 29 11am to 12noon Krishna (*) 3259 SHDH Friday Jan 29 1:30 to 3pm Krishna (*) 3259 SHDH (*) Call me 215 898 6206 before you come in the afternoon. Have a good weekend, best \kr Krishna Ramaswamy | Professor of Finance | The Wharton School | 3259 SHDH | Phila., PA 19104 || Tel: (215) 898 6206 | Fax: (215) 573 8084 || 1 ...
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This note was uploaded on 03/27/2012 for the course FNCE 235 taught by Professor Roussanov during the Spring '09 term at UPenn.
- Spring '09