Course Resources for Derivatives

Winter, 2008. Professor Paseka

· Refer to this space for course announcements

· The format for this course is lectures, tests and a project.

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· Course Materials

• Syllabus
• Student Materials are available from the book website

· Group Project

· Grades

· Slides

• Chapter 1
• Chapter 2
• Chapter 5
• Chapter 3
• Chapters 4 and 6
• Chapter 7
• Chapter 8
• Chapter 9
• Chapter 11
• Chapter 15 and 16
• Chapter 17
• Chapter 18
• Chapter 20
• Chapter 21
• Excel file: example of Maximum Likelihood estimation of GARCH(1,1) model