Analytical Finance Practicum
 
       
 
Syllabus (download pdf)
Practicum overview for sponsors (download pdf)
Projects Offered
Project Teams
Final Reports
Weekly Schedule
Readings& Data
Links:
Analytical Finance Research Page
Kellogg Research Computing data page
Kellogg Research Computing reference and papers page

Project Readings & Data

Project
Readings & Data
Pequot Data Directory, JT_93, Cetal96, Russ
BGI Commodities_Gorton, Gorton_RowenhorstDataDirectory
CNH Partners  
McDonald's --Unrealistic Expectations Jensen on Overvalued Equity,
McDonald's AA vs A credit rating RatingTriggers, RatingDefin, DistressCost, Baker, a good source for papers on default risk: http://www.defaultrisk.com
Speed Trading Asian Option OptionModelsKen, Shimko, ImpliedTrees, Smile
Speed Trading Risk Management Norges_Bank_On_Measuring_Managing_Risk
Goldman Ederington_WhoTradesFutures, Oil1.xsl, Oil2.xls, Oil3.xls, SP500.xls,
Will-Burt LEK1, LEK2, Kenney1, Kenney2

 

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