Weighty Matters (Midterm 2) 29 Mar 2010

Weighty Matters - material in Cox& Rubinstein’s Chapters 1,2 4 and 5 You will see that in following the C&R chapters I have picked some

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
1 Ramaswamy, Krishna From: FINANCIAL DERIVATIVES [[email protected]] on behalf of Ramaswamy, Krishna [[email protected]] Sent: Monday, March 29, 2010 9:49 PM To: [email protected] Subject: FIN DERIVS!!! Questions Relevant to Mid term 2 Dear All: here is my response to an e-mail I’ve gotten from two of your colleagues. 1. What materials does the upcoming exam cover? Does it extend back to include materials from the first third of the class, and if not, is it just options or does it include swaps as well ? [KR>] It covers all material since the first midterm – which includes all the material on Options thru Thurs April 1, plus Interest Rate Swaps, the NATINV Bank reading but NOT equity swaps. 2. When will you be putting up the notes to lectures for last week (March 22) [KR>] Much of the material on options is covered in the Text, in readings I have posted, e.g. from Cox & Rubinstein Ch5 & Ch6. Indeed the Text is quite sufficient for the material on options – although my own treatment follows the treatment of the
Background image of page 1
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: material in Cox & Rubinstein’s Chapters 1,2, 4, and 5. You will see that in following the C&R chapters I have picked some topics to stress and ignored others; but that I have recommended the chapters in Hull that do cover the same ground I do but in brief. So… in answer to your question, you should follow Hull for March 22 onwards, and read C&R Chap 5 (Library Reserve) and Chap 6 (partly in the web café’s Project folder), and I won’t be posting NotestoLectures for this material. [KR>] Henceforward, (April 7 on) I will assign the cases and the readings and follow the method of asking questions related to the cases and coming to a satisfactory answer in class. Some of you’ve asked for the annotated notes I put up in class, and I am willing to put one copy of these up on the web café. The trouble is that my annotations are not always uniform across all 3 sections, and, in viewing them, they won’t be helpful if you did not attend the class! I’ll put one set up on Thursday. Best \kr...
View Full Document

This note was uploaded on 03/27/2012 for the course FNCE 235 taught by Professor Roussanov during the Spring '09 term at UPenn.

Ask a homework question - tutors are online