Downloads:
- Detailed Syllabus
- Homework 1
- Final Exam (Fall 2009)
Instructor: Robert Spruill
Topics:
- Interest Rates
- Yield, Duration, DV01
- Credit Instruments
- Swaps
- Forward and Futures
- Options in Discrete Time
- Options in Continuous Time
- Option Greeks
- Exotic Options
- Interest Rate Options
Textbook: