Dec.8 Solutions to homework #9 will be online by the end of the day.
REMINDER ! The final exam will take place on Thursday, December 10 during class hours.
Nov.30 Lecture notes for the additionnal Chapter 5 are now online.
Nov.30 Homework #9 is now online. Due date : Dec. 8 @ 12pm. (CAUTION : The time deadline has changed !!)
Nov.30 Solutions to homework #8 are now online.
Nov.16 Homework #8 is now online. Due date : Nov. 24 @ 5pm.
Nov.16 Solutions to homework #7 are now online.
Classes : Tuesdays + Thursdays, 9.10 - 10.30 am, LS 111.
Office Hours : Tuesdays + Thursdays, 10.45 - 11.45 am, JWB 330 (or by appointment).
Shreve S.E. Stochastic Calculus for Finance I : the Binomial Asset Pricing Model. Springer (2005).
Lecture notes for Chapter 5 (not in the textbook).
You can find all information about contact and grading on this page.
Homework 1. Due date : Sept. 8, 2009 @ 5pm. (TeX file)
Homework 2. Due date : Sept. 17, 2009 @ 5pm. (TeX file)
Homework 3. Due date : Sept. 29, 2009 @ 5pm. (TeX file)
Homework 4. Due date : Oct. 8, 2009 @ 5pm. (TeX file)
Homework 5. Due date : Oct. 22, 2009 @ 5pm. (TeX file)
Homework 6. Due date : Nov. 3, 2009 @ 5pm. (TeX file)
Homework 7. Due date : Nov. 12, 2009 @ 5pm. (TeX file)
Homework 8. Due date : Nov. 24, 2009 @ 5pm. (TeX file)
Homework 9. Due date : Dec. 8, 2009 @ 12pm. (CAUTION : The time deadline has changed !!) (TeX file)
Nov.5 Solutions to homework #6 are now online.
Nov.3 Homework #7 is now online. Due date : Nov. 12 @ 5pm.
Oct.22 Solutions to homework #5 are now online.
Oct.22 Homework #6 is now online. Due date : Nov. 3 @ 5pm.
Oct.9 Solutions to homework #4 are now online.
Oct.8 Homework #5 is now online. Due date : Oct. 22 @ 5pm. Remark : I won't give any help or advice about Problem 2 and I suggest you should do it by yourself without discussing with eachother.
Oct.2 There was a typing mistake in Homework #4, namely in the definition of X_k in Problem 1. The new version is now available.
Sept.30 Homework #4 is now online. Due date : Oct. 8 @ 5pm.
Sept.30 Solutions to homework #3 are now online.
Sept.17 Homework #3 is now online. Due date : Sept. 29 @ 5pm.
Sept.17 Solutions to homework #2 are now online.
Sept.9 Solutions to homework #1 are now online.
Sept.8 Homework #2 is now online. Due date : Sept. 17 @ 5pm.
Aug.26 Homework #1 is now online. Due date : Sept. 8 @ 5pm.
Aug.24 Classes start tomorrow @ 9.10 am, LS 111. Welcome to the course !