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:

• Options, Futures, and Other Derivatives, by John Hull, Seventh Edition