Humboldt Universität zu Berlin
Institute of Mathematics
Section Stochastics
Prof. Dr. D. Becherer

Exercise sheets for class on Stochastic Finance 2 (Stochastische Finanzmathematik 2)

---

weekly exercise sheets, note that pdf links a live only after sheet is released:
(current points punkteaktbisUE10.pdf , to not forget to present solns in class)

ue1_13.pdf
ue2_13.pdf
ue3_13.pdf
ue4_13.pdf
ue5_13.pdf
ue6_13.pdf Solutions from L Borke "LB_DD.zip and R Wasenmueller RW_DD.zip
ue7_13.pdf
ue8_13.pdf
ue9_13.pdf
ue10_13.pdf Note: typo in exercise 3 corrected
ue11_13.pdf Note: Extra points - Please make sure to hand it at noon on the day before your examination or on the last day of term, whatever is earlier. Check this link for the dynamic evolution of the yield curve. What do you observe (broadly) in the joint evolution with the stock index (right graph)? Do they appear to be independent or dependent (in which way)?

---

mylastname(at)math.hu-berlin.de last update: 2013

---