January 9th: This homepage has been created. Lecture notes added (be sure to have this year version!)

January 11th: Information on the exam added, see section "Examination" below

January 12th: student representatives added. Notes for the first week added in the program

January 20th: Notes for the second week added

January 29th: Notes for the third week added

February 7th: Notes for the fourth week added

February 10th: List of errata in the lecture notes updated

February 11th: There is now available a discussion thread to help you finding teammates for a project group (click here)

February 11th: It was pointed out during today's lecture that the formula for the price at time zero of the Asian call with geometric average given in the February 12th annotes contains a typo: The factor T should be removed from the definition of q. This has been corrected in the annotes, but the error remains in the video!

February 19th (IMP!). The deadline for submission of the projects has been postponed to March 14th, h. 23.59

February 24th: Errata for the lecture notes updated

February 26th: Notes for week 7th added

February 26th: IMP! Submission of written exam on March 8th has been changed to "Submission through Canvas". If you have a certificate for time extension let me know as soon as possible!

Link to the exam on March 8, 15:15: Exam

Solution: PDF

Suggested exercises to practice: 6.28, 6.30, 6.35, 6.36, 6.38, 6.44 as well as the proofs of Theorems 6.9, 6.13, 6.15, 6.25

Remark: There is a typo in the text of exercise 6.35, C and A should be functions only of t

February 12th: The notes for the 5th week of the course have been added

February 18th: The notes for the 6th week of the course have been added