Financial Insurance
WLH 2205, TTh 8-9:20 a.m.
Professor: Allan Timmermann
Office Hours: Tuesdays 2-4pm
Economics
Building 318
Grading:
problem sets: 25%
Midterm exam: 25% (scheduled for Thursday October 30)
Final exam: 50%
Download the Course Syllabus here (.pdf)
Be sure to get
the
handouts
Announcements
Final Review Class: Solis Hall 110, Thursday December 04, 4:30 - 5:50pm.
Office Hours: Seq244, Wednesday 1-2pm, Christen Ho.
In Assignment 4, question 2, u = 1.1, d = 0.9091.
Assignment 1 - Due by October 9, 2003
Assignment 2 - Due by October 23, 2003
You
can get Akerlof's article here.
Previous Exams
Links - A list of websites relevant to this course
Weather Rick Management Association - Information on Weather Options
RiskMetrics - Specialists in Estimating Value-at-Risk