Category: course-related

An Index for Forward Rates, FRAs in South Africa

This has to do with our discussion of forward interest rates, and forward rate agreements (FRAs), in class last week. Two interesting news items: Firstly, about a year ago, Standard & Poor’s came out with a number of country-specific forward interest…

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Welcome GMAN 322 Students.

It was nice meeting you all last night, and I look forward to our quarter together. A couple of things to get done before the next class: Register for this class (GMAN 322) at smcmba.com. Please do this ASAP, so I…

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FAIM 608: HW 7 Changes + Solutions

HW 7 solutions are now posted. Please note the following: Do Problem 11.9, and NOT 11.10. The latter is about  pricing puts using binomial trees, which we did not talk about. (If you’re interested, however, the only difference is that…

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FAIM 608: Slides, Etc. (Updated Twice)

Preliminary slides for Tuesday’s class have been posted, along with a few handouts that we’ll be using. Sorry, I’m running slow this week. I’ll update the slides as soon as they are ready. Update (Sunday, 5:06pm): Slides have been updated,…

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FAIM 608: A Few Updates

Slides for next week have been posted HW solutions for the problems due next have been posted Two spreadsheets which I will be using in class have been posted to the ‘Handouts’ section For those who are ahead of the…

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FAIM 608: Slides Updated

If you downloaded the slides over the weekend, a few slides have been added, and a few others have been updated. Except for one slide (Slide #10) there are no major changes. Please use this version for class tomorrow. Thanks.…

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