MiF Blog
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Options & Futures
Posted by Sekhar Kanuri on 24 November 2009
Why aren't the Turks comfortable studying the subject of Options & Futures? It's because they have to study the "Greeks"! Jokes aside, this elective has truly been a rewarding experience for me. I have heard laurels of several quant finance professors at our school, but I cannot think of anyone better than Lucie Tepla, who could have taken me through this subject and with the greatest ease. Lucie knows the subject inside out, and the slides presented in class were so succinct yet comprehensive! The weekly homework contained topical (and challenging) questions, which I hope have equipped us to price, replicate, hedge, and arbitrage options & futures in our banking roles, now or in the future. The elective ends this week with a review of all chapters in advance of the final exam next week, and I have to thank Lucie for her eternal patience and enthusiasm in clarifying my queries, in an enlightening fashion many a time. Highly recommend this elective to prospective MBAs and MiFs.
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