MATH 5765/6895, SPRING 2011
Introduction to Mathematical Finance II
Homework

No.1: Problems 3.3 and 3.4 from Shreve, due Wednesday, Jan. 26 at 5:00 pm.
Solutions
 No.2, with MATLAB code: BM_sample_path.m,
due Monday, Jan. 31 at 5:00 pm.
 No.3,
due Monday, Feb. 7 at 5:00 pm.
Solutions
 No.4,
due Monday, Feb. 14 at 5:00 pm. Matlab codes:
replicate.m,
BS_call.m

No.5: Problems 4.13, 4.15 and 4.18 from Shreve, due Wednesday, Feb. 23 at 5:00 pm.

No.6: Problems 5.9 and 5.12 from Shreve, due Monday, March 7 at 5:00 pm.
 No.7,
due Friday, March 18 at 2:00 pm. Matlab codes:
stoch_vol.m,
skew_comp.m,
impvol.m
 No.8,
due Monday, April 11 at 5:00 pm. MATLAB code:
vasicek_test.m,
bond_price_vasicek.m,
 No.9,
due Monday, April 18 at 5:00 pm.
Comments
Miscellaneous Notes
Useful Links