Financial Engineering

Pre-req

youtube Excel - Goalseek and Solver

youtube Excel - Stock Quotes and Macros

youtube Matlab - Introduction

youtube Probability Review for FE's part 1

youtube Probability Review for FE's part 2

youtube Excel - Goalseek and Solver

youtube Excel - Stock Quotes and Macros

youtube Matlab - Introduction

youtube Probability Review 1

youtube Probability Review 2

Course


Test 1 Topics

youtube Interest Rates

youtube Markets

youtube Bonds

youtube Forwards and Futures

youtube Options


Test 2 Topics

youtube Binomial Lattice

youtube Matlab - Introduction

youtube Matlab - Simulation of Option Pricing


Test 3 Topics

youtube Big Data

youtube R - Introduction

youtube Data Science


FYI

youtube Linear Regression


Future Test Topics

youtube Brownian Motion

youtube Ito's lemma

youtube Applications of Ito's lemma

youtube Replicating a Derivative

youtube Black-Scholes PDE (Greeks)

youtube Applications of Black-Scholes (Greeks)

youtube Implied Volatility (Smile)

youtube Homework 2 (available after all HW2 submits)

Archive

Homework 1 part 1 (2010)

Homework 1 part 2 (2010)

Test 1 (2010)

Complete Markets 1

Complete Markets 2

Market Price Of Risk

Equivalent Martingale Measure

Homework 2 (2010)

Matlab code

simple x squared plot

simple x squared plot2

simple 3d plot

random walk

Black-Scholes Option Pricing

Online Exams

Links are to videos of classes taught at the University level in the Departments of Computer Science, Software Engineering, Mathematics and Information Technology.

The videos can be watched and accompaning powerpoints and code are also available.

 

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