STAT 486/686: Market Models

Homework Assignments
Project Assignments
Lecture Notes
Other Resources
Best of 486/686...
Owlspace Login


1/10/17: 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 maintained for convenience and backup purposes.

Reading Assignments: Here is/are the reading list/assignments for this semester. Please keep up as the material will build.

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

    O'Shaughnessey Supplemental materials for the 4th edition.

    Useful Texts

  • Some Good (according to Hoyle) Quant Trading Resources

    Backtesting and Historical Data Sources (with pricing)

    Quant Finance Nik Tuzov's Research listing

    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. OOPS! As of 2010 this code is no longer available; just left this here since this WAS a good code.

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

    Dr. Dobelman's Downloads