MSc in Mathematics and Finance

Theory of Finance 2011


Course material

  1. Course outline.
  2. Fundamental Theorem of Asset Pricing for finite Omega..
  3. The Single-period Trinomial Tree..

Lecture Slides

  1. Complete slides

Problem sets

  1. Problems 1
  2. Problems 2
  3. Problems 3
  4. Assessed coursework Due date: 12 noon, 19/12/11
  5. Excel spreadsheet for Assessed Coursework

Examinations

  1. Revision Checklist, December 2011
  2. Exam + Solutions 2010

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