| Exercise number |
Solved during class |
Recommended to solve at home |
| 1 |
12.16 |
12.19 12.24 18.3 |
| 2 |
II.1 II.2 IX.2 IX.4 |
5.9 5.29 II.3 18.11 18.18 |
| 3 |
18.10 13.26 13.27 15.10 15.24 |
12.18 13.4 13.5 15.6 15.7 12.17 |
| 4 |
II.7 II.2 II.8 trading strategy |
5.10 II.4 II.5 II.10 |
| 5 |
13.12 delta hedge example (similar to what you find in Table 17.2 and 17.3 in Hull) 18.16 16.14 |
V.6 17.2 17.3 12.16 16.7 |
| 6 |
16.20 4.8 4.11 4.12 4.16 II.6 |
16.15 V.1 4.3 4.5 4.24 |
| 7 |
4.15 7.11 7.12 |
4.6 7.1 7.2 7.3 7.4 |
| 8 |
Old exam |
Old exam |
