Lecture on 19th of April

Last time, we went through Exercises 6 where we applied many of the ideas from chapter 6. After that, we looked at chapter 7 concerning Hattendorff's theorem and we proved it in a general setting.

Next week we will start with chapter 8 on unit linked policies and we will introduce many concepts from finance that are fundamental in pricing and hedging financial contracts.

I have uploaded the lecture notes and the solutions to the problems from last time, as well as the problem set for next week.