- Assignement 1, due 1/18 at 5 pm
- Assignement 2, due 1/25 at 5 pm
- Assignement 3, due 2/6 at 5 pm Assignement 4, due 2/13 at 5 pm
- Assignement 5, due 2/22 at 5 pm
- Assignement 6, due 3/22 at 5 pm
- Assignement 7, due 3/27 at 5 pm
- Assignement 8, due 4/10 at 5 pm
- Solution Notes

- Project 1, due 2/10 at 5 pm
- Project 2, due 3/10 at 5 pm
- Project 3, due 4/7 at 5 pm
- Project 4, due 5/1 at 5 pm, a note on parameter estimation

- Spreadsheet for a 5-step stock option binomial model: 5StepModel.xlsx
- Spreadsheet to price a 5-year coupon bond: Bond_Pricer.xlsx
- Spreadsheet to simulate a 5-year zero-coupon bond prices: Rate_Price.xlsx
- Spreadsheet to solve the minimization problem for the cap-and-trade model: Emission.xlsx
- Spreadsheet to estimate the covariance matrix: STKSCORR.xlsx
- Matlab code to simulate random walks: RandomWalk.m
- Matlab code to simulate Brownian Paths: BrownianPath.m
- Matlab code to construct return covariance matrices and build eigenportfolios: SPY_MeanReversion.m