FAIM 608: Spreadsheets Uploaded

I’ve uploaded some spreadsheets to help you with:

  1. Understanding conversion factors.
  2. Convexity adjustments.
  3. Solving Problem 3.23.
  4. Understanding the relationship between futures and expected spot using CAPM (from Chapter 5).

See the sidebar to the right (Lectures 6, 7 and 8).

I’ll be talking about #s 1, 2 and 3 in class today. See you then.

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