STAT 449/649: Quantitative Financial Risk Management

Announcements

1/9/12: WELCOME to STAT 449/649! 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

See Owlspace for official information, resources, assignments, hints, solutions and updates.

Other Resources (Click Here)

Class Resources - Also see OWLspace

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

Useful Texts

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. 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