FIN 735: Financial Modeling

    Wednesday, 5:30 PM to 8:00 PM, BC 221

Syllabus and Schedule for Spring 2005 Available!

bulletSyllabus
bulletSchedule
bulletHandouts
bulletPowerPoint Slides 1: Introduction
bulletPowerPoint Slides 2: Simulation
bulletPowerPoint Slides 3: Financial Basics
bulletPowerPoint Slides 4: Stochastic Processes
bulletPowerPoint Slides 5: Real Options
bullet PowerPoint Slides 6: Quasi-Monte Carlo Simulation
bulletPowerPoint Slides 7: GARCH Models
bulletPowerPoint Slides 8: Bonds
bullet PowerPoint Slides 9: Two Equations in Two Unknowns
bulletPowerPoint Slides 10: Immunization
bulletPowerPoint Slides 11: Term Structure
bulletPowerPoint Slides 12: Basic Options
bulletSimulation Example (Excel Spreadsheet)
bulletVBA Overview (Word Document)
bulletFinancial Modelling Bibliography (Word Document)
bulletHomework Assignments and Solutions:
bullet   Assignment 1            Solution 1
bullet   Assignment 2            Solution 2
bullet   Assignment 3            Solution 3
bullet   Assignment 4            Solution 4
bullet   Assignment 5            Solution 5
bullet   Assignment 6            Solution 6
bullet   Assignment 7            Solution 7
bullet   Assignment 8            Solution 8
bullet   Assignment 9            Solution 9
bullet Financial Formulae
bulletStudent Resources
bulletGrade Scale
bulletGrade Policies
bullet Academic Resource Center  (NB: the ARC has tutors available for this course!)
bullet Academic Integrity Policy (Please Read!)