Curriculum_澳门葡京手机版app下载

fredb
2024-11-20T07:46:58.162Z
type:structured-message
www.uio.no

The curriculum for this version of the course, taught Autumn 2024 is:

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

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

Know Black & Scholes formula by heart, and the connection to 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, emphasize training on the exercises given.