Syllabus for the written exam

All material from lectures and exercise classes are part of the syllabus for the written exam. This includes the lectures on SOFR-rates, crash-course on arbitrage pricing (Chapter 4) and the following sections/chapters in the Filipovic-book:

Chapter 2: Sections 2.1, 2.2, 2.3, 2.6.1, 2.6.2 and 2.6.3.

Chapter 3: Section 3.3.3

Chapter 5: Sections 5.1, 5.2, 5.3, 5.4.1 and 5.4.2

Chapter 6: Sections 6.1, 6.2, 6.3, 6.4 and 6.5 (only Fubini's Theorem 6.2 without proof)

Chapter 7: Section 7.1

Chapter 8: Sections 8.1 and 8.2 (until and including Eq. (8.1) on page 118)

Chapter 11: Sections 11.1 11.2, 11.3 and 11.4