Weekly Email Sent 26 Feb 2010 EXAM (first email)

Weekly Email Sent 26 Feb 2010 EXAM (first email) - March or...

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1 Ramaswamy, Krishna From: Ramaswamy, Krishna Sent: Friday, February 26, 2010 9:44 AM To: fnce717-401-10a@lists.upenn.edu; fnce717-001-10a@lists.upenn.edu; fnce206-001-10a@lists.upenn.edu Subject: Financial Derivatives!!! Weekly e-mail sentFriday 26 Feb 2010 Importance: High Dear All: 1. This past Wed and Thurs I began the treatment of Options. I’ll use the notes I distributed (LNFEB24-MAR4) through the coming week. 2. Hull has companion treatment in Chapters 8, 10, and 9 (that’s the order of my coverage!!). You should read them pretty hard, esp if you have limited exposure to options material. You should attempt Hull’s questions 8.1-8.21, omitting 8.16. 3. I skipped the Equity Swaps section of my Swap Analytics lecture – but I will cover the analysis of equity swaps before I do the cases that relate to Swaps, in later
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Unformatted text preview: March or early April. 4. As indicated in class, I will use all the lectures next week to cover new material. Im about to post additional notes on Options, plus Sample Problems, on the web caf, and the third part of the Project Part A. Apologies, I should have done this earlier. 5. The mid term will be graded, recorded and distributed by Tue evening. 6. Here are the winners of the weather derivatives question prizes: M Abdurahmanova, M Monu, G Rubanenko for the who will sell them prize. Matt Berg, Sarah Schachet, Jillian Jourdain for the funniest answer (very inspired) Best \kr Krishna Ramaswamy || Professor of Finance || The Wharton School || Phila., PA 19104 || Tel: 215 898 6206 || Fax: 215 573 8084 ||...
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