Practice In Class Final.
1. Assume that the spot exchange rate is 78 yen for 1 US dollar. Interest rate in dollars is 1 percent with
annual compounding. Interest rate in yen is 0.5 percent with annual compounding. What is a 1 year forward
exchange rate.
2

Introduction to the Mathematics of Finance. HOMEWORK 2. Due March 9, 2016
Please write a pledge that homework solutions represent your own work and that you did not copy solutions from
the work of other students.
1.(10pt) European call and put on a stock

Introduction to the Mathematics of Finance. HOMEWORK 3. Due April 13, 2016
Please write a pledge that homework solutions represent your own work and that you did not copy solutions from
the work of other students.
1. Suppose that the price Xt of Euro in t

Introduction to the Mathematics of Finance
Practice Final exam Solutions
December 2014
1. Assume the spot exchange rate is 78 yen for 1 US dollar. Interest rate in dollars is 1 percent with annual compounding. Interest rate in yen is 0.5 percent with annu

Mathematics of Finance. Homework 4 due May 2, 2016
Please write a pledge that homework solutions represent your own work and that you did not copy solutions from the
work of other students.
1. Explain the difference between VAR and CVAR. (CVAR is also cal

Introduction to the Mathematics of Finance. HOMEWORK 1.
Due Wednesday, February 17, 2016.
Please write a pledge that homework solutions represent your own work and that you did not copy solutions from
the work of other students.
1.(5pt) Suppose that the s

Mathematics of Finance
Handout 2
Mikhail Smirnov
Time Series of Daily Stock Prices.
Returns.
Typically, statistical characteristics of asset
prices are calculated based on historical data.
Most commonly used are series (also called
time series) of daily c

Introduction to the Mathematics of Finance. Take-Home Midterm.
Due March 21, 2016
Please write a pledge that you do not copy solutions from the work of other students. You can consult TAs
if you have any difficulties.
1.Matlab option model. Download from

Mathematics of Finance. FINAL EXAM. TAKE-HOME PART
Due May 11, 2016
Please write a pledge that final exam solutions represent your own work and that you did not copy solutions
from the work of other students or other sources, and did not use any other for

Introduction to the Mathematics of Finance
Practice Final exam Solutions
May 2014
1. Assume the spot exchange rate is 78 yen for 1 US dollar. Interest rate in dollars is 1 percent with annual compounding. Interest rate in yen is 0.5 percent with annual co