Exercise Class 4

22 Setembro 2017, 13:00 • JOSÉ MANUEL TEIXEIRA SANTOS CRUZ

Exercises from chapter 10-12

Ex 2

Ex 3

Ex 4

Ex 5

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Exercise class 3

19 Setembro 2017, 13:00 • JOSÉ MANUEL TEIXEIRA SANTOS CRUZ

Exam Exercise: Replicating portfolio

Ex 9.1

Ex 9.5

Ex 9.10

 

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Exercise Class 2

19 Setembro 2017, 09:30 • JOSÉ MANUEL TEIXEIRA SANTOS CRUZ

Ex 7.1

Ex 7.4

Ex 7.5

Derivation of the Black-Scholes PDE

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Exercise Class 1

18 Setembro 2017, 09:30 • JOSÉ MANUEL TEIXEIRA SANTOS CRUZ

Quick Review on stochastic processes

Ex 4.1

Ex 4.3

Ex 4.8

Ex 5.1

Ex 5.5

Ex 5.9

 

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