STAT 486/686: Computational Finance I - Market Models


Syllabus
Homework Assignments
Project Assignments
Lecture Notes
Other Resources
Owlspace Login

Announcements

1/5/09: WELCOME to STAT 486/686!   Please note that we WILL be using OWL-Space for this course; a login link is at the top and to the right. this page is maintaned for backup purposes.


Homework Assignments


Project Assignments

Projects, both individual and team, will be assigned from time to time.


Lecture Notes



Other Resources (Click Here)

  • Class Resources - Also see OWLspace

    Thompson, Williams & Findlay (2003), Table of Contents

  • Some Good (according to Hoyle) Quant Trading Resources

    Quantcode  This site has good articles from industry practitioners; the URL starts out in options trading/IV, but you can renavigate as required.

    CBOE Software  CBOE Option trading software.

    IV analysis site   |   Optionistics   You should probably sign up and get your own free account.

    Dr. Dobelman's Downloads