B6302: Capital Markets Spring 2004



Sections: 006 (M-W, 11:45-1:15) Warren 209
               007 (M-W, 1:30-3:00)   Warren 209
Review sessions: Wednesdays, 6:45-8:15 p.m., Uris #326.
My office hours:  Mon: 3:15-5:15.
Kelly office hours:  Tuesdays, 1:45-2:45 in the Library.
Tom's office hours:  Thursdays, 1:45-2:45 in the Library.


Downloadable Course Material
  Syllabus and Course Outline
Lunch Schedule

Note: Links will be empty until after the class. Homework solutions will be posted 2 days after they are turned in.

1. Introduction

-1/21 Intro, (LTCM)

2. Fixed Income

- 1/26 FI 1, Hmwk 1 (Sol)
- 1/28 FI 2 (CarryTrade)
- 2/2   FI 3, Hmwk 2 (Sol) (On The Run)
- 2/4   FI 4
- 2/9   FI 5, Hmwk 3 (Sol)
- 2/11 FI 6
- 2/16 FI 7/EQ1, Hmwk 4 (Vanguard) (Sol) (Trading Game) (Equities Project)

3. Investments and Equities

- 2/18 EQ 2
- 2/23 EQ 3, Hmwk 6 (Sol),
- 2/25 EQ 4,
- 3/1   Midterm Exam (pdf) Midterm Exam (word) (Sol)
- 3/15 EQ 5
- 3/17 EQ 6  Hmwk 6 (Sol), (Data) (Portfolio Optimizer)
- 3/22 EQ 7
- 3/24 Student Presentations and Equity Review

4. Options and Derivatives

- 3/29 The Trillion Dollar Bet
- 3/31 OP 2, Hmwk 7 (Sol)
- 4/5   OP 3
- 4/7   OP 4, Hmwk 8 (Sol)
- 4/11 OP 5
- 4/14 OP 6, Hmwk 9 (Sol), (Black-Scholes Calculator)
- 4/19 OP 7
- 4/21 Course Review

If you are having trouble downloading the course material, go to
http://www.gsb.columbia.edu/faculty/mjohannes/course/
for a listing of files that are posted.