Curriculum in STK-MAT3700/4700_澳门葡京手机版app下载

fredb
2023-11-06T13:41:09.489Z
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www.uio.no

The curriculum for this version of the course, taught Autumn 2023 is:

All notes and exercises posted on the "Schedule" of the course, and taught in lectures.

Markowitz portfolio theory (from the distributed notes and mandatory assignment)

Know Black & Scholes formula by heart, and the derivation of Black & Scholes formula from binomial tree-models.

Sections 1.1-1.5: only material on replicating portfolios, risk-neutral probabilities and pricing.

Sections 3.1, 3.2 (not 3.2.3), 3.3, 3.4 (until but including paragraph right after (3.21) on page 95), 3.5

Sections 4.1 and 4.2 (in particular result (4.1) on page 113).

When preparing for the exam, emphasise training on the exercises given.