Semester page for STK-MAT3700 - Autumn 2018

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Dec. 15, 2018 7:59 PM

There was a computational mistake in the solution of Exercise 6. This has been fixed and notice that now the contingent claim is X=(2,1,1,2,3).

Exercise 8 in the list is about the binomial model, which I explained the last week, and as I told you in the previous message this topic is not for the final exam.

Dec. 6, 2018 5:21 PM

As this is the first time this course is offered, I give you some information about the structure of the final written exam, so you know what to expect. 

The exam will consist of 4 problems and you will have 4 hours to solve them.

Problem 1: It will contain 3 sections, 10 points each. This problem will cover time value of money, futures, forwards and options. Check the exercises and basic definitions about these topics 

Problem 2: It will contain 3 sections, 10 points each. This problem will cover single period markets. Make sure you know how to state basic definitions and main results.

The first two problems will be similar to the problem in the compulsory assignment, see...

Dec. 5, 2018 8:19 PM