Last updated on
.
This class has ended! All .pdf's have been removed.
Older links
- Here are some review problems for the final exam.
- Here is a write-up of the proof of what we're calling Theorem 3.3.7 (from class on 6/19).
- This option has expired.
Redoing a midterm question: this prize is available for purchase only until 11:59pm on Thursday, 6/19.
Note that this means you must make the choice before your midterm is graded and returned!
You may, however, discuss the midterm questions with your classmates.
The expiration date of this option is 11:59pm on Thursday, 6/19.
That means that by 11:59pm on 6/19, you must e-mail me with which question you'd like to redo.
Redo's will take place between 10am and 3pm on Friday; e-mail me with your time preferences when you e-mail me about the question to be redone.
The available questions for re-do are questions 1 (pricing a European put & call in a one-period model),
2 (pricing a general European option in a 10-period model),
and 6 (pricing a European option with payment function given by a particular [nonlinear] function of the stock price in an N-period model).
- Here are some review problems for the midterm.
- FERPA waiver needs to be handed in if you want to be able to retrieve your graded assignments when I'm not in the office.