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Financial Economics Lecture 20

 12/04/2010 |  Stephen |  Teaching, EC4024_2010 |  

Click here to get the notes for the lecture, here is where the VIX data and figures were calculated. Here is the Mathematica demonstration I'll use in class, and below are some cool readings on the Greeks. The mathematical symbols though, not our soon to default EU cousins.

Volatility and the Greeks

Nassim Taleb, Dynamic Hedging and Volatility Expectation

Nassim Taleb, The Theory of Dynamic Hedging

2 Responses to “Financial Economics Lecture 20”

  1. Peter
    15/04/2010 at 6:09 pm

    Hi Stephen,

    Are we getting the sample exam paper for Financial Economics, this week, as stated in the course outline?

    Best,

    Peter.

  2. Stephen
    16/04/2010 at 9:49 am

    Hi Peter, due to some technical/geographical issues, I'll have to wait to put the sample paper together. I might even have to wait to put the last lectures together! But I'll let everyone know when I know.

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