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15.407 Finance Theory - Fall 2003
Jiang Wang

Date Topic Announcement

-

OH, Recitation

Office Hours: Mondays, 5:30-6:30pm, E51-242 (TA room)

Recitation: Thursday, 6:00-7:30pm, E51-361

Dec 14

Finals Info

Final: Thur Dec 18, 9-12, E51-149 and 151

Final Review: Tue Dec 16, 5-8pm, E51-335

TA Office Hour: Wed Dec 17, 5-7pm, TA room (No office hour on monday)

All notes are online. Please let me know if you find an error.

Oct 30

Notes, Trading game

Chapter 7-12 of lecture notes are now online

Trading game has been re-executed and fixed.

Oct 24

PS4, 5

Your assignment will be in my mail folder by tonight. It is on the first floor of E52, just opposite to the elevators.

Solution to PS4 and 5 are posted

Oct 23

Midterm Review

Midterm review will be held this Sunday, Oct 26, at 4pm in E51-376. I will cover some material, but please come with question, and feel free to e-mail me about what you want to be covered.

Oct 21

PS5

PS5 is available. The solution to PS4 and PS5 will be online by friday

Oct 15

PS4, Midterm

PS4 is posted. Midterm from last year is also posted.

Oct 4 PS3, trading game, additional info

PS3's due date is now Oct 10. There are also changes to Q1(c) and Q6(d), please download the updated version here

Documentations about the trading game is also uploaded

I also added a "Questions" section in the resources page. Right now it has two questions, but you can e-mail me and I will add the ones that more people will be interested in.

Oct 1 PS3

PS3 is posted.

Sep 29 PS 1, trading game

(i) Solution to PS 1 is online

(ii) Please download the trading game document and bring it to class tomorrow. There will be a session on how to operate the trading game website, and some strategy tips this friday, 1-2:30, in room E52-010 (basement). Please have at least one member of your group to go to the session.

Sept.26

PS2, recitiaion, trading game

(i) Typo in PS2. In Q3(b), It should be "Feb 04 bond" instead of March 04 bond. Recitation notes of yesterday is also uploaded.

(ii) Trading game: Document is uploaded. Please read it before next tuesday and bring a copy to class.

Sep 24 PS 2, recitation Problem Set 2 has been posted. It is due on Sept. 30. Recitations will be held each thursday from 6-7:30pm in E51-361, unless I let you know otherwise.

Sept.22

New note Chapter 3-6, as well as recitation one is available now.
Sept 16 PS 1 Problem Set 1 has been posted. It is due in one week. I will have recitation on thursday (E51-361 this week, 6-7:30pm) and office hour (4:30-5:30pm, E51-242 every week) on monday.

Sept.5

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