Important updates to the Finance 4366 Schedule

Next week looks to be a busy week in Finance 4366.  Problem Set 6 is due at the beginning of class on Tuesday, March 16, and Problem Set 7 is due at the beginning of class on Thursday, March 18.

Also, here’s the list of readings for next week:

March 16

Early Exercise of American Call and Put Options on Non-Dividend Paying Stocks, by James R. Garven

March 18

1. Hull Chapter 14 (“Wiener Processes and Ito’s Lemma”)
2. Applying Ito’s Lemma to determine the parameters of the probability distribution for the continuously compounded rate of return, by James R. Garven
3. Geometric Brownian Motion Simulations, by James R. Garven

There won’t be a quiz on the reading due on Tuesday, March 16, but there will be a quiz (Quiz 8) for the readings due on Thursday, March 18.

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