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Discussing the ``greeks'' (such as hedge ratios or volatility sensitivity of derivative securities) with Evangeline Wu, Wash U BSBA 1997. |

Numerical Methods and Optimization in Finance (FIN550)

Options, Futures, and Derivative Securities (FIN451 BSBA Fall)

Options and Futures (FIN524 MBA Fall A)

Derivative Securities (FIN524B MBA Fall A)

Most of the following materials were transferred from my site at Washington University, and some links were lost in the transfer.

Investments Theory

Fixed-Income Securities

Computational Finance Course (current Java version)
Syllabus: MBA version--- undergrad version

Investments Praxis (student-managed investments course)

Computational Finance Course (older C++ version)
Syllabus: MBA version (FIN 549A) --- undergrad version (FIN 400B)

Scanned and processed images courtesy of Megan P. Dybvig