• Short course description
• Course information 2012
• Preliminary plan for the course in 2012
• Schedule 2012
• Course literature:
• (1) Lectures on Financial Mathematics (H. Lang) (you can buy them at the student office of the math department), and
• (2) Options, Futures, and Other Derivatives (J. Hull, Prentice-Hall) or
(3) Fundamentals of Futures and Options Markets (J. Hull, Prentice-Hall)
as supplementary/recommended literature.
• Additional material
• Homework sets
• Previous exams
• Examination details. You are allowed to bring a calculator but no other special aids.
• Examiner: Filip Lindskog. Teachers: Filip Lindskog and Pierre Nyquist.
• E-mail address: lindskog@kth.se
  

Presentation seminar: Fri May 25, 2012 13:15-15:00 (mandatory if you want credits for the solutions to the non-mandatory homework set).

A short note on prices of American options can be found here.

You can register for the exam on May 29 during the time period 2012-04-23 until 2012-05-13. Registration requests addressed to me will not be processed.

Make sure that you have been registrered on this course. If you are not yet registered, contact the Educational Administrator of Mathematical Statistics, Claudette Tedfors, tedfors@math.kth.se.