John c hull options futures and other derivatives ppt

This course attempts to explain the role and the importance of the financial system in the global economy. Rather than separating off the financial world from the rest of the economy, financial equilibrium is studied as an extension of economic equilibrium. The course also gives a picture of the kind of thinking and analysis done by hedge funds.

This Yale College course, taught on campus twice per week for 75 minutes, was recorded for Open Yale Courses in Fall Download all course pages [zip - 10MB]. John Geanakoplos is James Tobin Professor of Economics at Yale University.

He received his Ph. Prizes he received include the Samuelson Prizeand the Bodossaki Prize in economics He is a member of the American Academy of Arts and Sciences since and was visiting professor at MSRI in the UC Berkeley, Churchill College, Cambridge, the University of Pennsylvania, Harvard, Stanford, and MIT.

He was one of the founding partners of Ellington Capital Management, where he remains a partner. One of his current research topics is the leverage cycle.

Bodie, Zvi, and Robert C. Finance, Upper Saddle River, New Jersey: An Introduction to Derivatives, 3rd edition, Fort Worth, Texas: The Dryden Press, Harcourt Brace College Publishers, Probability and Statistics, Reading, Massachusetts: Modern Portfolio Theory and Investment Analysis, 5th edition, New York: Handbook of Mortgage Backed Securities, 6th edition, New York: Handbook of Fixed Income Securities, 6th edition, New York: Options, Futures, and Other Derivatives, 5th edition, Upper Saddle River, New Jersey: Jarrow, Robert and Stuart Turnbull.

Derivative Securities, 2nd edition, Cincinatti, Ohio: South-Western College Publishing, Introduction to Mathematical Finance.

【图文】Options,Futures and Other Derivatives-John kysiqubonypun.web.fc2.com(6th Edition) ppt, Ch01_百度文库

Discrete Time Models, Malden, Massachusetts: Ross, Stephen, Randolph Westerfield, and Jeffrey Jaffe. Corporate FinanceNew York: Irwin, McGraw Hill, Alexander, and Jeffery V. Investments, 6th edition, Upper Saddle River, NJ: An Unconventional Approach to Institutional Investment, New York: The Free Press, Taggart, Jr, Robert A. Quantitative Analysis for Investment Management, Upper Saddle River, New Jersey: Tobin, James with Stephen Golub.

Money, Credit, and Capital, Boston: Math in the course Finance is a quantitative subject that can only be understood by solving concrete problems. But it uses mostly elementary mathematics.

Solve for x and y. You must also be able to differentiate three elementary functions: Though they may be the most important functions in all of mathematics, they were discovered by bankers.

You will also be taught how to use Excel. Course reading The textbook readings are meant to clarify or elaborate material presented in class, or to give you an idea of alternative presentations of the same material.

For example, we might discuss bonds, how they pay, and how to value them. The readings might cover the specifics of particular bond markets local, state, different countrieshow they are taxed etc. There is no official textbook. In the past I have used Corporate Financeby former Yale professor Steve Ross and two co-authors, how to make money off casinos two others, by Sharpe and Merton, both Nobel Prize winners in economics for contributions to financial economics.

Their books were regarded as insufficiently quantitative, but might be useful to browse in. Another very good book is by Luenberger, but john c hull options futures and other derivatives ppt is a little too advanced for this course.

I have listed a dozen or so good alternatives and supplements, to give you an idea of where you could read more if you become interested. None of these is required. You should be able to follow the course simply by attending the lectures, reading the web notes, and doing the problem sets.

Hull, PowerPoint Presentation (Download only) for Options, Futures, and Other Derivative

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Financial Theory Syllabus Sessions Survey Buy Books. About the Course This course attempts to explain the role and the importance of the financial system in the global economy. Course Structure This Yale College course, taught on campus twice per week for 75 minutes, was recorded for Open Yale Courses in Fall Course Materials Download all best forex book list pages [zip - 10MB] Video and audio elements from this course are also available on: About Professor John Geanakoplos John Geanakoplos is James Tobin Professor of Economics at Yale University.

Syllabus Professor John Geanakoplos, James Tobin Professor of Economics Description This course attempts to explain the role and the importance of the financial system in the global economy.

Open Yale Courses | Financial Theory

Texts Bodie, Zvi, and Robert C. Investment Science, New York: Oxford University Press, A Random Walk Down Wall StreetNew York: Requirements Math in the course Finance is a quantitative subject that can only be understood by solving concrete problems.

Sessions Lecture 1 Why Finance?

Lecture 2 Utilities, Endowments, and Equilibrium Lecture 3 Computing Equilibrium Lecture 4 Efficiency, Assets, and Time Lecture 5 Present Value Prices and the Real Rate of Interest Lecture 6 Irving Fisher's Impatience Theory of Interest Lecture 7 Shakespeare's Merchant of Venice and Collateral, Present Value and the Vocabulary of Finance Lecture 8 How a Long-Lived Institution Figures an Annual Budget; Yield Lecture 9 Yield Curve Arbitrage Lecture 10 Dynamic Present Value Lecture 11 Social Security Lecture 12 Overlapping Generations Models of the Economy Lecture 13 Demography and Asset Pricing: Will the Stock Market Decline when the Baby Boomers Retire?

Lecture 14 Quantifying Uncertainty and Risk Lecture 15 Uncertainty and the Rational Expectations Hypothesis: Applications to Predicting Stock Prices, Default Probabilities, and Hyperbolic Discounting Lecture 16 Backward Induction and Optimal Stopping Times Lecture 17 Callable Bonds and the Mortgage Prepayment Option Lecture 18 Modeling Mortgage Prepayments and Valuing Mortgages Lecture 19 History of the Mortgage Market: A Personal Narrative Lecture 20 Dynamic Hedging Lecture 21 Dynamic Hedging and Average Life Lecture 22 Risk Aversion and the Capital Asset Pricing Theorem Lecture 23 The Mutual Fund Theorem and Covariance Pricing Theorems Lecture 24 Risk, Return, and Social Security Lecture 25 The Leverage Cycle and the Subprime Mortgage Crisis Lecture 26 The Leverage Cycle and Crashes.

Survey Please take a few minutes to share your thoughts about this course through the survey linked below. Join a Study Group Through a pilot arrangement with Open Yale Courses, OpenStudy offers tools to participate in online study groups for a selection of Open Yale Courses, including ECON Search Search this site: Ecology and Evolutionary Biology.

Italian Language and Literature. Molecular, Cellular and Developmental Biology. Utilities, Endowments, and Equilibrium. Efficiency, Assets, and Time. Present Value Prices and the Real Rate of Interest. Irving Fisher's Impatience Theory of Interest. Shakespeare's Merchant of Venice and Collateral, Present Value and the Vocabulary of Finance.

How a Long-Lived Institution Figures an Annual Budget; Yield. Overlapping Generations Models of the Economy. Demography and Asset Pricing: Quantifying Uncertainty and Risk. Uncertainty and the Rational Expectations Hypothesis: Applications to Predicting Stock Prices, Default Probabilities, and Hyperbolic Discounting.

Backward Induction and Optimal Stopping Times. Callable Bonds and the Mortgage Prepayment Option. Modeling Mortgage Prepayments and Valuing Mortgages. History of the Mortgage Market: Dynamic Hedging and Average Life.

Risk Aversion and the Capital Asset Pricing Theorem.

The Mutual Fund Theorem and Covariance Pricing Theorems. Risk, Return, and Social Security. The Leverage Cycle and the Subprime Mortgage Crisis.

The Leverage Cycle and Crashes.