Kellogg School of Management
Northwestern University
Finance 465, Prof. Todorov, Spring 2015
Problem Set 3
This problem set is due in class on Thursday April 23rd, 2015
Problem 1 Complete the following problems from the textbook:
5.8, 5.10, 5.15(a),(b),(c

Kellogg School of Management
Northwestern University
Finance 465, Prof. Todorov, Spring 2015
Problem Set 1
This problem set is due in class on Thursday April 9th, 2015
A note on terminology: Suppose there are two prices, ST and S0 . The return (ST S0 )/S0

Kellogg School of Management
Northwestern University
Finance 465, Prof. Todorov, Spring 2015
Problem Set 4
This problem set is due in class on Thursday April 30th, 2015
Problem 1 Complete the following problems from the textbook:
6.5, 6.6, and 6.7.
Proble

Finance 465, Derivatives Markets I
Spring 2015 , Evanston
Prof. Viktor Todorov
Oce
Oce hours
Phone
Fax
E-mail
Andersen 4-444
Tuesday, 13.30-15.00 or by appointment
847-467-0694
847-491-5719
v-todorov@northwestern.edu
This course provides an analytical ove