MSO4112 - Pricing and Stochastic Calculus

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Below are the lecture slides and exercises for the module.

Lectures:Supplementary material:Exercises:Solutions:
Options and rational pricing Exercises 1 Solutions 1
Binomial pricing Exercises 2 Solutions 2
Stochastic processes and nowhere differentiable functions Exercises 3 Solutions 3
Gaussian white noise and Wiener process Exercises 4 Solutions 4
Continuous Markov processes and the diffusion equation Exercises 5 Solutions 5
Stochastic differential equations and integrals Exercises 6 Solutions 6
Ito differentiation rule Exercises 7 Solutions 7
The Black-Scholes theory Exercises 8 Solutions 8
Revision Mock exam