Problem Set 1 Solution

Problem Set 2 Solution

Problem Set 3 Solution

Problem Set 4 Solution

LAST YEAR'S MIDTERM 1

slides for TA review session for midterm 1

Solution to Midterm 1

Problem Set 5 Solution

Problem Set 6 Solution

Problem Set 7 Solution

Slides from PS7 recitation (Forwards, futures, swaps)

Problem Set 8 Solution

Excel Black-Scholes Calculator

Slides from PS8 recitation (Options)

last year's midterm 2

last year's midterm 2 solution pages 1,2,3,4

NOTE: When downloading the midterm2 solution, please make sure you click on each page number (1,2,3,4) to get the individual pages.
 
NOTE:  In Problem Set 6 Solution, there were some typos.
In p.3, at problem 3, in the 4th line, $1,284 million(wrong) => $1,294 million(correct)
In p.8, at problem 6, (a) and (b), the sign in front of 1.08(beta) is positive(+), not negative(-)
Since they are corrected in the file,  it will be o.k. from now(4/16, 11:30pm).
 

slides for TA review session for midterm 2

pdf version of slides for TA review session for midterm 2 (which is directly readable from the web)
 
solution to midterm 2