Economics 174

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 1

Dataset

Answers to assignment 1
 

Assignment 2 - Due by October 23, 2003

Assignment 2

Dataset (excel)

Dataset (Eviews)
 
Assignment 3 - Due by November 20, 2003
Assignment 3
Assignment 3 - Answers

 
 
Assignment 4 - Due by December 4, 2003
Assignment 4
Assignment  - Answers
 
 
Midterm: Questions

 
 

Midterm: Answers
 
 

You can get Akerlof's article here.
 
 

Previous Exams

Practice Midterm 1: Questions

Practice Midterm 1: Answers
 

Practice Midterm 2: Questions

Practice Midterm 2: Answers
 

Practice Final: Questions

Practice Final: Answers
 
 
 

Links - A list of websites relevant to this course

Weather Rick Management Association - Information on Weather Options

RiskMetrics - Specialists in Estimating Value-at-Risk

Chicago Board Options Exchange

Chicago Mercantile Exchange

New York Mercantile Exchange

Chicago Board of Trade

London International Financial Futures and Options Exchange