Finance 618 Home Page

University of Michigan Business School

Finance 618 is a course about managing risk with derivative securities. The course is intended for MBA students that have taken Finance 580. It develops in detail some of the topics introduced in Finance 580, such as index, currency, and futures options and dynamically hedging American options on securities that pay dividends. Finance 618 also introduces a number of new topics, such as exotic options and interest rate derivatives.

Many of the materials used in F618 will be available on this page. You will need a password to follow a number of the links below. If you are a student in F618 and you forgot what the password is, or if you need access to my class notes for some other reason, call me for the password at (734) 763-4129. The course notes are in Adobe Acrobat (.pdf) format. To download a free copy of the Acrobat reader, visit Adobe's web site.

Items of interest to potential students

Items of interest to current students
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Tyler Shumway
Office: 6209 Business Administration
Phone: (734) 763-4129
Fax: (734) 936-0274
shumway@umich.edu
http://www-personal.umich.edu/~shumway/