This course is replaced by STK-MAT3700.

Syllabus/achievement requirements

Textbook/lærebok:

Cutland and Roux: Derivative pricing in Discrete Time, Springer ISBN 978-1-4471-4408-3 (ebook)

Syllabus for the exam: 

Chapter 1: All.

Chapter 2: All.

Chapter 3: All.

Chapter 4: All. 

Chapter 5: All. 

Notes on optimisation.

 

Published Aug. 12, 2015 11:08 AM - Last modified Nov. 19, 2015 3:13 PM