Recitation notes are courtesy of Eung Jun Brandon Lee, and are used with permission. Notes for recitations 6-8 are not available.

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)

Course Info

Learning Resource Types

assignment Problem Sets
notes Lecture Notes
grading Exams