Pricing Models (IEOR E4630)

Professor: Dr. Kosrow Dehnad
[email protected]
Thursday 6:40pm - 9:10pm
415 Schapiro

TA: Dimitri Mongeot
Office Hours 1: Monday 1:30pm - 2:30pm
Office Hours 2: Wednesday 12:30pm - 1:30pm
Engineering Library, Mudd Floor 4

Information
Lectures
Homework

Lectures (thanks to Dimitri for providing them)

Lecture 1: PDF File

Lecture 2: PDF File

Lecture 3: PDF File

Lecture 4: PDF File

Lecture 5: PDF File Part 1 | PDF File Part 2

Lecture 6: PDF File

Lecture 7: PDF File

Lecture 8: PDF File

Lecture 9: PDF File

Lecture 10: PDF File

Lecture 11: PDF File


Exams

Midterm: DOC File
Solution: PDF File