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.