• 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
  

You can find solutions to the exam on August 13 under "Previous exams" above. The results will be reported soon.

Summary: F: 9, Fx: 1, E: 1, D: 1, C: 6, B: 7, A: 3

Grading: F: 0-27, Fx: 28-29, E: 30-34, D:35-40, C: 41-46, B: 47-53, A: 54-

You can find solutions to the exam on May 29 under "Previous exams" above. The results have been reported. That is all for this time. I hope you have a nice summer.

Exam statistics summary and for CINEK FMI

Grading: F: 0-27, Fx: 28-29, E: 30-35, D:36-41, C: 42-47, B: 48-53, A: 54-

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