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Here is the mandatory assignment. It will soon also appear in Canvas.

Note 1: It must be handed in in Canvas

Note 2: It must be passed before you are admitted to the final exam

Note 3: There is no second chance.....only one attempt. In order to pass, you must provide a decent answer to ALL exercises! 

Pleas see the "Schedule" on September 10 for a new set of exercises. 

Please check out the "Schedule" on September 1 and 3 for suggested solutions to last week's exercises.

There are new exercises posted, see Schedule on Wednesday Sept 3!

Here you can find 5 data series of daily stock prices. These data are for the exercises and the mandatory assignment. 

The lectures will be based on the book by Petters and Dong: An Introduction to Mathematical Finance with Applications (see syllabus-link). We refer to this book in the "Schedule" and in lectures.

You are all welcome to this year's edition of STK-MAT3700!

The first lecture is on Wednesday August 20 (Monday's lecture is cancelled!).