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Saturday, July 16, 2011

Lecture Notes in Finance 2

Author: Paul Söderlind
Type: Study Notes, Lecture Notes, e-book
Level: Advanced MBA, MSc(Fin), Phd(Fin)

These lecture notes are the second part of "Lecture Notes in Finance by Paul Söderlind. You can find the firs part here.

These lecture notes start with interest rate calculations. Chapter 13 is about bond portfolios , duration and yield curve models. The next chapter discusses about basic option pricing and the put-call parity. The binomial option pricing model is covered next. The Black-Scholes model of option pricing is the topic of chapter 16 and trading volatility is the topix of chapter 17. The last chapter is a little more advanced and discusses about dynamic portfolio choice.

Download Paul Söderlind's "Lecture Notes in Finance 2" (MSc Course) using the following link

Lecture Notes in Finance 2

Paul Söderlind is professor of finance at the University of St. Gallen, Switzerland.

Paul Söderlind's web page:
http://home.datacomm.ch/paulsoderlind/



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