derivative classes i discovered that clewlow and strickland have at least two books ,
" implementing derivative models , " and " exotic options . " i gather that " exotic
options " is the one you intend to use in your class , correct ?
by the way , i queried participants in my class , and i heard that the case
study approach we occaisionally used was appreciated by several . the var
class i taught was from jorian ' s book , which has no exercises and which
assumes a particular background in finance and statistics . i created a
problem ( not exactly a case study ) that required participant to learn some
statistics and try some different approaches . from this , participants got a
better idea of why one bothers with certain issues . some liked the " real
world " flavor of this kind of approach . ( without the case approach , you could
provide good counterexampes as a partial remedy . )
best regards and season ' s greetings ,
michael
derivative classes
i discovered that clewlow and strickland have at least two books ,
" implementing derivative models , " and " exotic options . " i gather that " exotic
options " is the one you intend to use in your class , correct ?
by the way , i queried participants in my class , and i heard that the case
study approach we occaisionally used was appreciated by several . the var
class i taught was from jorian ' s book , which has no exercises and which
assumes a particular background in finance and statistics . i created a
problem ( not exactly a case study ) that required participant to learn some
statistics and try some different approaches . from this , participants got a
better idea of why one bothers with certain issues . some liked the " real
world " flavor of this kind of approach . ( without the case approach , you could
provide good counterexampes as a partial remedy . )
best regards and season ' s greetings ,
michael