Fall 1998

Course:      G63.2751 Banking and Finance (with Jim Gatheral)

Course Outline

Lecture 1 (Neil A. Chriss) Overview of Investment Banking Industry

Lecture 2 (Neil A. Chriss) Equity Markets

Lecture 3 (Jim Gatheral) F/X Markets

Lecture 4 (Jim Gatheral) Bond Markets

Lecture 5 (Neil A. Chriss, plus a special lecture on Swaps by Jackie Rosner) Basics of Derivatives

Lecture 6 (Special Lecture, John Roberts of Morgan Stanley) Firm Capital

Lecture 7 (Jim Gatheral) Derivatives Trading I (assignment)

Lecture 8 (Jim Gatheral) Derivatives Trading II

Lecture 9 (Special Lecture, Sean Bates of Merrill Lynch) Emerging Market Debt Instruments

Lecture 10 (Neil Chriss) Prime Brokerage and Stock Loan Businesses

Lecture 11 (Neil Chriss) The Business of Portfolio Trading

Lecture 12 (Neil Chriss) Introduction to Hedge Funds