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ST908 tutorial

Meeting time: Wednesday 1pm – 2pm, week 2 to 10
Venue: 3.006 WBS

Module's page

Unfortunately I am not able to give out model answers on the exercise sheets. Sketch answers on selected questions will be uploaded to the module’s homepage later this term. Meanwhile, I am more than happy to discuss the questions in any alternative manner. If you get stuck on a question, feel free to talk to me after the tutorial class or send me an email for some advices and hints.

I do not run office hours. But if you would like to discuss the problem sheets with me outside classes, the easiest way is to send me an email such that we can arrange a time.

Follow-up questions on Ch4Q7 (don't look at the answers until you have tried thoroughly!)

You can find here a quick summary of few important ideas that what we have gone through in the week 10 class, which hopefully would help those who were unable to attend the session.

Supplementary materials (from the previous year which might be useful)

Remarks on conditional expectation

A worked example (Ch4Q13) on binomial option pricing model to demonstrate how calculation changes when there is non-zero interest rate, as well as to highlight some differences between the two pricing approaches. (You are encouraged to fill in the missing details as extra exercises!)