Matematik / Matematisk statistik 


Here the homework assignments will be posted.

Homework 1: To be submitted no later than February 4, 2013.
Homework 2: Will be posted Febuary 6. To be submitted no later than February 20, 2013. Matlab files: BScallprice.m, Deltacall.m, simulategbm.m
Homework 3: Will be posted Febuary 13. To be submitted no later than February 27, 2013.
Homework 4: Will be posted Febuary 20. To be submitted no later than March 6, 2013. Matlab files: zero_bond.m, bond_option.m

Obs! All homework assignments have to be handed in on paper or in PDF-format.

Each homework assignment is awarded with at most 3 points. The first exercise on the exam consists of three parts (1a, 1b and 1c), and given the total points of the assignments the credit on the exam is as follows:

10-12 points Exercise 1 on the exam.
7-9 points Exercises 1a and 1b on the exam.
4-6 points Exercise 1a on the exam.
0-3 points No credit on the exam is given.

Here you can find solutions to some of the exercises in the book solutions.

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Sidansvarig: Henrik Hult
Uppdaterad: 2011-01-03