ByrneTube
ByrneTube

Financial Engineering


Office Hours

Day Time
Monday 02:00pm - 02:30pm
Tuesday 08:30am - 09:00am
Wednesday 02:00pm - 02:30pm
Thursday 08:30am - 09:00am
Friday 10:00am - 10:30am
Sunday 08:00pm - 08:30pm

Join Office Hours via Zoom

zoom zoom password: byrne123


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Pre-reqs

YouTube Not Available Excel - Goalseek and Solver
YouTube Not Available Excel - Stock Quotes and Macros
YouTube Not Available Matlab - Introduction
YouTube PowerPoint Probability Review for FE's part 1
YouTube PowerPoint Probability Review for FE's part 2
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Financial Engineering

YouTube PowerPoint Interest Rates
YouTube PowerPoint Markets
YouTube PowerPoint Bonds
YouTube PowerPoint Forwards and Futures
YouTube PowerPoint Options
YouTube PowerPoint Binomial Lattice
YouTube PowerPoint Brownian Motion
YouTube PowerPoint Ito's lemma
YouTube PowerPoint Applications of Ito's lemma
YouTube Not Available Replicating a Derivative
YouTube PowerPoint Black-Scholes PDE (Greeks)
YouTube PowerPoint Applications of Black-Scholes (Greeks)
YouTube Not Available Implied Volatility (Smile)
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Big Data

YouTube PowerPoint Matlab - Simulation of Option Pricing
YouTube PowerPoint Big Data
YouTube PowerPoint R - Introduction
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Data Science

YouTube PowerPoint Data Science
Not Available PowerPoint Linear Regression
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HomeWork

YouTube PDF Homework 2

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