Fall, 2000 29 Sessions plus an exam period.
Class is 9:30 to 11:00 Monday and Wednesday in the Conference Room.
| Date | Faculty | Material |
| August 23 | Daves | Value at Risk. Hull, Chapter 14. |
| August 28 | Daves | Volatility Smiles. Hull, Chapter 17 |
| August 30 | Daves | Exotic Options. Hull, Chapter 18. |
| Sept. 4 | No Class. Labor Day | |
| Sept. 6 | Daves | Exotic Options. Hull, Chapter 18 continued. |
| Sept. 11 | Daves | Theoretical Model Extensions (review from last semester) Hull, Chapter 19. |
| Sept. 13 | Daves | Interest Rate Derivatives--basics. Hull, Chapter 20 |
| Sept. 18 | Daves | Interest Rate Derivatives--basics. Hull, Chapter 20 continued. |
| Sept. 20 | Daves | Models of the Short Rate. Hull, Chapter 21. |
| Sept. 25 | Wansley | Market Microstructure |
| Sept. 27 | Wansley | Market Microstructure |
| Oct. 2 | Wansley | Abnormal Returns Methodology |
| Oct. 4 | Wansley | Abnormal Returns Methodology |
| Oct. 9 | Boehm | Limited Dependent Variables |
| Oct. 11 | Boehm | Limited Dependent Variables |
| Oct. 16 | Boehm | Limited Dependent Variables |
| Oct. 18 | Boehm | Limited Dependent Variables |
| Oct. 23 | Daves | Heath Jarrow and Morton. Hull, Chapter 22. |
| Oct. 25 | Shrieves | Signalling Theory |
| Oct. 30 | Shrieves | Signalling Theory |
| Nov. 1 | Shrieves | Signalling Theory |
| Nov. 6 | Shrieves | Signalling Theory |
| Nov. 8 | Ehrhardt | IPOs/Real Options |
| Nov. 13 | Ehrhardt | IPOs/Real Options |
| Nov. 15 | Ehrhardt | IPOs/Real Options |
| Nov. 20 | Collins | Regulatory Change, Event Methods & Systematic Risk Shifts |
| Nov. 27 | Collins | Regulatory Change, Event Methods & Systematic Risk Shifts Continued... |
| Nov. 29 | Collins | Regulatory Change, Event Methods & Systematic Risk Shifts Continued... |
| Dec. 4 | Collins | Bank Lending, Racial Disparities & Credit Scoring |
| Exam Period | Daves | Some form of exam |
Totals: Daves.........9
Collins........5
Shrieves......4
Boehm.........4
Wansley......4
Ehrhardt......3
Total: 30