Please contact Dr S. Zelik for further information about this
In addition to the final
examination, there will be one class test and one take-home assignment during
- The class test (worth 10%) will take place in Week 9
(Thursday, March 19) .
take-home assignment will be due in
Week 11 and will be worth 15%.
- The final examination is worth 75%.
1: .pdf Solutions: .pdf
2-3: .pdf Solutions: .pdf
4-5: .pdf Solutions: .pdf
6-7: .pdf Solutions: .pdf
Week 8-10: .pdf Solutions: .pdf
Assessed Coursework: .pdf Solutions .pdf
Class Test and Coursework Deadlines
Class test: Thursday
March 19 (Week 9)
Course work : Tuesday April 28, 5pm (Week 11). The
deadline is very strict!! The solutions will be posed here Tuesday evening. All works received
AFTER this will be marked by zero (with no excuse)! NB: The third problem is simplified!
Please, download a new version.
Course material (hand-outs/assignments)
- Last Year ClassNotes (thanks to Henk Bruin) .pdf
- Current ClassNotes Part I (Weeks
.pdf (Note: The
numeration of lectures is sometimes wrong, but there are no missed
- Current ClassNotes Part II (Weeks
- Current ClassNotes Part III (Weeks
- Solutions for the Exam2007
- Solutions for Exam 2006 (Q 1, 2 and 4)
- Hints and questions for self-control
- Test 2009 .pdf with Solutions
McCutcheon and W.F. Scott, An Introduction to the Mathematics of Finance
- D. G. Luenberger, Investment Science