Recitation notes are courtesy of Eung Jun Brandon Lee, and are used with permission. Notes for recitations 6-8 are not available.
| REC # | TOPICS | RECITATION NOTES |
|---|---|---|
| 1 | Fundamental theorem of asset pricing | (PDF) |
| 2 | Black-Scholes formula | (PDF) |
| 3 | Stochastic calculus | (PDF) |
| 4 | Stochastic calculus (cont.) | (PDF) |
| 5 | Applications of risk-neutral pricing | (PDF) |
| 9 | Introduction to econometrics | (PDF) |
| 10 | Ordinary least squares: Estimation and standard errors | (PDF) |
| 11 | Nonlinear least squares: Applications to MIDAS and probit models | (PDF) |
