M34F22 Mathematical Finance

Mondays 4-5, 340;
Tuesdays 9-10, 340;
Fridays 9-10, Clore.

Lecture Notes

Chapter 0
Chapter 1
Chapter 2
Chapter 3
Chapter 4
Chapter 5
Chapter 6
Chapter 7
Chapter 8

Problems

Problems 1
Problems 2
Problems 3
Problems 4
Problems 5
Problems 6
Problems 7
Problems 8
Problems 9
Problems 10

Solutions

Solutions 1
Solutions 2
Solutions 3
Solutions 4
Solutions 5
Solutions 6
Solutions 7
Solutions 8
Solutions 9
Solutions 10

Coursework:

Due 4pm Friday 1st December 2017.
Coursework
Coursework Solutions
If you wish to submit a typeset document (rather than a handwritten solution), you may find this code snippet for producing a three-period binomial tree useful: Tikz Tree

Exams

Mock Exam
Mock Exam Solutions
Mock Mastery Question
Mock Mastery Solution
MSc MF Exam 2014-15
MSc MF Exam Solutions 2014-15
M345A22 Exam 2014-15
M345A22 Exam Solutions 2014-15
MSc MF Exam 2015-16
MSc MF Exam Solutions 2015-16
M345A22 Exam 2015-16
M345A22 Exam Solutions 2015-16
MSc MF Exam 2016-17
MSc MF Exam Solutions 2016-17
M345F22 Exam 2016-17
M345F22 Exam Solutions 2016-17
M345F22 Exam 2017-18
M345F22 Exam Solutions 2017-18

Read this

The Queen: Answer from the British Academy
The Turner Review
What the government doesn't want you to know about debt: The Guardian 28/10/15.

Selected news articles

Nils Pratley, Guardian 03/11/2014
Jill Treanor, Guardian 03/11/14

Previous Years

Click here for material relating to the 2016-17 course.
Click here for material relating to the 2015-16 course.
Click here for material relating to the 2014-15 course.