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Weekly Email Sent 26 Mar 2010

Weekly Email Sent 26 Mar 2010 - forthcoming midterm exam on...

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1 Ramaswamy, Krishna From: FINANCIAL DERIVATIVES [[email protected]] on behalf of Ramaswamy, Krishna [[email protected]] Sent: Friday, March 26, 2010 1:56 PM To: [email protected] Subject: FIN DERVS!! Weekly E-mail sent Friday 26 March 2010 Importance: High Dear All: 1. This past week we finished material related to valuation and neutral hedges, and began the coverage of the Option Greeks. 2. Next week we finish coverage of the Option Greeks and cover some extensions to Volatility Smiles and Dynamic Hedging. Please read Chapter 17 (you can ignore sections 17.8 onward) and Chapter 18 of Hull’s text. 3. On the web café you will now find additional material: related to the Project, and sample exams related to the
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Unformatted text preview: forthcoming midterm exam on April 6. 4. Reminder: Part B of the Course Pack is now available on Study Net and it contains required reading. 5. Here are our office hours for next week: Have a good weekend, \kr Krishna Ramaswamy || Professor of Finance || The Wharton School || Phila., PA 19104 || Tel 215 898 6206 || Fax 215 573 8084 Monday Mar 29 12 to 1:20pm Darshak Shah 2400 SHDH Cubicle Tuesday Mar 30 11am-12 3 to 4:20pm Krishna Ashwin Pandith 3259 SHDH 2400 SHDH Cubicle Wednesday Mar 31 12 to 1:20pm 3 to 5pm Artem Mariychin Krishna 2400 SHDH Cubicle 3259 SHDH Thursday Apr 1 12 to 1:20pm Darshak Shah 2400 SHDH Cubicle FRIDAY Apr 2 10am – 12noon Krishna 3259 SHDH...
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