Curriculum

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.