B10 Elementary Financial Derivatives
This is the home page for the B10 course on financial derivatives, 2005.
The synopsis for the course is on the global synopses page
accessible from the Mathematical Institute pages.
Click here for pdf files of the exercises:
Exercise sheet 1
Solutions to exercise sheet 1
Exercise sheet 2
Solutions to exercise sheet 2
Click here for pdf files of the lecture synopses:
Lecture 1
Lecture 2
Lecture 3
Lecture 4
MSc students - a pdf file of the list of
possible special topics will appear at the first lecture of week 5
The handin date will be 5pm Friday of week 0, Trinity term.
The file
greeks.mws is a Maple worksheet that lets you
calculate and plot the greeks for vanilla call and put options. The files
exotics.mws and
barrier.mws
let you calculate and plot digital call and put values, and down-and-out
barrier call values. The files will probably appear as text and you
will then need to save them in order to read them into maple as
worksheets.
This page last modified
by Ben Hambly (hambly@maths.ox.ac.uk)
1 October 2003