Topic outline

  • Passing the course

    Important: these are the official course requirements. If something different is stated somewhere else, please believe this page. 


    • lectures on Wednesdays at 12.15 – 14.00, Kaila
    • exercises on Fridays at 12.15 – 14.00, Toepfer 

    Attendance at lectures or exercises is not compulsory.

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    requirements

    3 credit version:

    Lectures, exercises, final examination

    Final grade: Exam


    5 credit version: 

    Lectures, exercises,  final examination and two assignment (CVA and Yield curve)

    Final grade: 0.8 x exam + 0.2 x assignments


    6 credit version: 5 credit version and a short essay
    Final grade: 0.8 x exam + 0.2 x assignments


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    Exercises, 6 traditional sessions, 3 computer exercises

    We will consider

    • problems related to the theory of the lectures
    • problems related to Itô calculus
    • problems related to taking option positions
    • computational exercises that are partly done with real data (R, Python)

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    There might be a possibility to earn additional points for the final examination. You will be informed on this later.