Finance 4366 will not meet synchronously tomorrow, March 9, on Zoom. Furthermore, I have rescheduled tomorrow’s 3:30-4:30 pm CT office hour for 3:30-4:30 pm today (Monday, March 8). We will resume meeting synchronously on Thursday, March 11.
I have posted a pre-recorded version of my second lecture on the binomial option pricing model in the Media Gallery on Canvas. This lecture is labeled “Binomial Lecture – Risk Neutral Valuation, Multiple Time-Steps, and Binomial to Black-Scholes Convergence”, and it is based on pp. 18-41 of the Binomial Trees Lecture note located at http://fin4366.garven.com/spring2021/lecture9.pdf. Although we will not meet synchronously for class tomorrow, attendance credit will be assessed on the basis of whether students view this lecture in its entirety at any time prior to 11:59 pm CT on Wednesday, March 10.
I will look forward to seeing everyone in the class this coming Thursday at the regularly scheduled (11 am-12:15 pm CT) time on Zoom, at which time we will continue to delve even further into the topic of option pricing.