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February 23, 2008

Introduction to Financial Engineering: Emanuel Derman Laughs in the Dark

Emanuel Derman, author of the excellent My Life as a Quant, is putting the lecture notes from his Columbia Master's in Financial Engineering course up on the web:

Laughter in the Dark: An Introduction to the Volatility Smile: These are unpublished lecture notes from the Master's in Financial Engineering Program at Columbia University. I have used many published papers and books to improve (I hope) the pedagogic nature of these notes, and perhaps not referenced them properly. Since they are in rough form, I will be pleased to correct any errors or omissions. I'll add new lectures as the semester progresses.

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Comments

I tried accessing these, and the PDF asks for a password. I have a somewhat idiosyncratic setup (evince on Linux), so it could be a software problem on my end. Did this happen to anyone else?

Same problem here (Evince/Linux), lectures 2 and 3 are password protected, 1 and 4 are not.

I tried on Windows using Acrobat, and they are not password protected. I guess it's a bug in Evince.

Can't get 3 or 4 in Acrobat either.

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