Financial Engineering

		Pre-reqs
		Excel - Goalseek and Solver
		Excel - Stock Quotes and Macros
		Matlab - Introduction
		Probability Review for FE's part 1
		Probability Review for FE's part 2

		Financial Engineering
		Interest Rates
		Markets
		Bonds
		Forwards and Futures
		Options
		Binomial Lattice
		Brownian Motion
		Ito's lemma
		Applications of Ito's lemma
		Replicating a Derivative
		Black-Scholes PDE (Greeks)
		Applications of Black-Scholes (Greeks)
		Implied Volatility (Smile)

		Big Data
		Matlab - Simulation of Option Pricing
		Big Data
		R - Introduction

		Data Science
		Data Science
		Linear Regression

		HomeWork
		Homework 2

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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