(2008), Cambridge University Press, ISBN 978-0-521-51408-8.

- Final Exam: Tuesday (12/17) 9:00 - 11:00 am, JWB 308.
- Review Session: Tuesday (12/10) 4:00 - 5:00 pm, LCB 218.
- Final Office Hours: Friday (12/13) 11:00 am - 1:00 pm, Monday (12/16) 3:00 - 4:00 pm.
- Practice Problem Set Solution keys

- Week 2, due 9/10: Homework Assignment 1
- Week 3, due 9/17: Homework Assignment 2
- Week 4, due 9/24: Homework Assignment 3
- Week 5, due 10/1: Homework Assignment 4
- Week 6, due 10/10: Homework Assignment 5, Solutions (Excel Spreadsheet implementation)
- Midterm Project, due 10/24: Programming Project
- Week 9, due 10/29: Problems 4.5, 4.8, 4.12, 4.15 and 4.17 from the text.
- Week 10, due 11/5: Homework Assignment 7
- Week 11, due 11/12: Homework Assignment 8
- Week 11, due 11/19: Homework Assignment 9 Notes
- Week 12, due 11/26: Homework Assignment 10
- Week 14, due 12/10: Homework Assignment 11 (updated)
- Week 15, due 12/17: Homework Assignment 12

- Excel spreadsheet to simulate dynamic hedge: delta_hedge_call.xlsx
- Excel spreadsheet to compare returns and estimate volatilities: vol_estimate.xlsx
- M-file to simulate Brownian paths: bm_path.m
- Excel spreadsheet to simulate a Brownian path and a geometric Brownian path: BM_1path.xlsx
- M-file to simulate a mean-reversion path: ou_path.m
- M-files for MC simulations: mc_option.m , mc_exotics.m , bsoption.m (Black-Scholes formula for call prices) Note for running M-files