Update of the exercises in List 4

There was a computational mistake in the solution of Exercise 6. This has been fixed and notice that now the contingent claim is X=(2,1,1,2,3).

Exercise 8 in the list is about the binomial model, which I explained the last week, and as I told you in the previous message this topic is not for the final exam.

Published Dec. 6, 2018 5:21 PM - Last modified Dec. 6, 2018 5:21 PM