MTH 210 Fall 2015
Name:
Instructor (circle): Jong Jun Lee or Mark Herman
Due Monday, Sept 21, 2015 in class
Homework 2
Total
This question sheet must be stapled to the front of your homework assignment.
Dont forget to circle your instructor and include yo
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MATH 210H: Homework I (Written).
Due in Hylan 809 by 5 PM, Friday, Sep 11
1. [2 points] Let us consider an investment that spans a time period of
length T (in years), such that A(t) is the value of the investment at time t,
0 t T . Let us assume you buy i
MTH 210 Fall 2015
Final Exam Sample Problems
You are not allowed to use calculators for the exams. For some problems, you may
leave an equation of numbers as the final answer, especially when the expression
includes exponential, logarithmic, or powers of
MTH 210 Fall 2014
Name:
Instructor (circle): Jong Jun Lee or Fatima Mahmood
Due Thu, Sep 25 2014 in class (Mahmood) or Fri, Sep 26 2014 in class (Lee)
Homework 3
Total
Problem 1. Consider a loan of $2000 to be paid in 4 equal installments due at yearly in
MTH 210 Fall 2014
Name:
Instructor (circle): Jong Jun Lee or Fatima Mahmood
Due Thu, Sep 18 2014 in class (Mahmood) or Fri, Sep 19 2014 in class (Lee)
Homework 2
Total
Throughout the problems, assume the No-Arbitrage Principle when you are calculating for
MTH 210 Fall 2014
Name:
Instructor (circle): Jong Jun Lee or Fatima Mahmood
Due: Thu, Oct 2 2014 in class (Mahmood) or Fri, Oct 3 2014 in class (Lee)
Homework 4
Total
Assume all interest rates refer to a period of one year. Also assume the interest rates
MTH 210 Fall 2014
Name:
Instructor (circle): Jong Jun Lee or Fatima Mahmood
Due Thu, Oct 09 2014 in class (Mahmood) or Fri, Oct 10 2014 in class (Lee)
Homework 5
Total
Problem 1.
Consider the following two stocks that are initially priced at S1 (0) = $100
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MTH 210 Fall 2015
Name:
Instructor (circle): Jong Jun Lee or Mark Herman
Due Wednesday, October 7, 2015 in class
Homework 4
Total
This question sheet must be stapled to the front of your homework assignment.
Dont forget to circle your instructor and inclu
MTH 210 Fall 2015
Name:
Instructor (circle): Jong Jun Lee or Mark Herman
This assignment is for PRACTICE ONLY, it is NOT for a grade. You do not need to hand it
in.
Homework 10
Problem 1. (Trinomial model) Assume you have a trinomial model with N = 2 step
MTH 210 Fall 2015
Name:
Instructor (circle): Jong Jun Lee or Mark Herman
Due Mon, Sep 28, 2015 in class
Homework 3
Total
Problem 1. Consider a loan of $1000 to be paid in 3 equal installments due at yearly intervals.
The installments include both the inte
MTH 210 Fall 2015
Name:
Instructor (circle): Jong Jun Lee or Mark Herman
Due Wednesday, October 28, 2015 in class
Homework 6
Total
This question sheet must be stapled to the front of your homework assignment.
Dont forget to circle your instructor and incl
MTH 210 Fall 2015
Name:
Instructor (circle): Jong Jun Lee or Mark Herman
Due Monday, October 19, 2015 in class
Homework 5
Total
This question sheet must be stapled to the front of your homework assignment.
Dont forget to circle your instructor and include
MTH 210 Fall 2015
Name:
Instructor (circle): Mark Herman or Jong Jun Lee
Due: Wed, Sep 9 2015 in class
Homework 1
Total
Throughout this assignment, t represents time, t = 0 represents present time, t = T represents a
future time, A(t) represents the price
MTH 210 Fall 2015
Name:
Instructor (circle): Jong Jun Lee or Mark Herman
Due Wednesday, December 9, 2015 in class
Homework 9
Total
This question sheet must be stapled to the front of your homework assignment.
Dont forget to circle your instructor and incl
MTH 210 Fall 2015
Name:
Instructor (circle): Jong Jun Lee or Mark Herman
Due Monday, November 23, 2015 in class
Homework 8
Total
This question sheet must be stapled to the front of your homework assignment.
Dont forget to circle your instructor and includ
MTH 210 Fall 2015
Midterm Exam Sample Problems
You are not allowed to use calculators for the exams. For some problems, you may
leave an equation of numbers as the final answer, especially when the expression
includes exponential, logarithmic, or powers o
MTH 210 Fall 2015
Name:
Instructor (circle): Jong Jun Lee or Mark Herman
Due Wednesday, November 11, 2015 in class
Homework 7
Total
This question sheet must be stapled to the front of your homework assignment.
Dont forget to circle your instructor and inc
Introduction to Financial Mathematics
Kyle Hambrook
September 19, 2016
Chapter 1
Probability Theory
Financial mathematics is built on probability theory. Indeed, the following assumption is
fundamental: The value of an asset at a future time is a random v