Peter Carr Teaching

 

 

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Courses Taught

Risk-Neutral Valuation (Substituting for Pat Hagan)

Overheads (pdf)

Static Hedging of Path-Dependent Options

New York University

Lecture Notes

HTML:

PowerPoint

 

 

 

 

 

 

 

PostScript:

Syllabus

Lesson 1

Lesson 2

Lesson 3

Lesson 4a

Lesson 4b

Lesson 5a

Lesson 5b

Investments

 

Introduction to Derivative Securities

 

Advanced Topics in Derivative Securities

 

Doctoral Seminar on Asset Pricing Theory

 

Doctoral Seminar on Option Pricing Theory

 

Risk Conference on Advanced Mathematics for Derivatives

New York, NY

Feb. 9-10, 1998

 

 

Teaching Tools

Stock Market-Applet

Applet (written in Java)