Exercises for the seminar Wednesday …

Exercises for the seminar Wednesday 25 October:

Chapter 13 (Black-Scholes-Merton model): Pricing new assets (technically somewhat demanding): 13.11 13.12 Volatility: 13.6 13.16
Chapter 14 (Options on indexes, currencies and futures): 14.7 14.13 14.27 14.28 14.39

Instructions: At least try to solve the exercises on beforehand. Volunteers can present on the blackboard, as always.

Published Oct. 18, 2006 6:33 PM - Last modified Dec. 1, 2006 3:06 PM