Financial Derivatives (MA50196)
Semester I, 2019-20
This module is offered by the Department of Mathematical
Sciences as part of some of the the
Finance MSc Programes run by the School of Management, and some other
masters programmes
at the University of Bath
Here is a unit description (pdf file)
News
- October 2019. Problems classes will run in the Friday lecture slot,
starting in Week 2 (11 October) where we will discuss Problem Sheet 1.
- Week 4 questionaires. Summary of comments and responses. pdf file
- January 2019.
Lectures have now finished. I am available in 4W4.11
between 16.15 and 17.15 for an office hour on Tuesday 7th
or by appointment at other times (week starting January 6) to discuss
any specific questions students may have about the course material.
Lecture notes
Problem sheets
Past exam papers
- 2006. pdf file
- If you handed in the 2006 exam, it has been marked
(for feedback, not counting towards assessment)
and returned
to the course pigeonhole (4W Level 1 by the lifts).
-
Warning: the course content might not be exactly the
same as it was
back in 2006.
- More recent exam papers are available from the library website. Here is the
link to these.
Solutions
Tables
- Z-table (standard normal distribution) are in the University formula book
pdf file
(something like this formula book will be available in the exam)