STAT 486/686: Market Models

Lecture Notes
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1/9/18: WELCOME to STAT 486/686!   Please note that we WILL be using Canvas for this course; a login link is at the top and to the right. This page is maintained for convenience and backup purposes.


Homework 0: STAT 486/686 Syllabus Review - Due 1/11/18 (in class), good for 1 point on final course grade.

Our first assignment (good for one point on the final course grade) is to read and critique the course syllabus, available at Dr. Dobelman's website and on Canvas. Prepare a no more then 2-page analysis of the syllabus. You should summarize what you believe are the most important points as well as your recommendations to improve the syllabus. You will also need to comment on the significance and symbolism of the syllabus image.

Be sure and turn in your report in hard copy as well as on Canvas. Remember that Professional Standards apply on this and all assignments (see syllabus).

The remainder of the homeworks and projects will be assigned via Canvas.

Reading Assignments

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

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

    Quantopia  Share your code and see others'.

    CBOE Calculator  CBOE Option trading software. OOPS! As of 2010 this code is no longer available; this is a web version!

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

    Dr. Dobelman's Downloads