Lecture slides from the previous course taught by Professor Cláudia Nunes.

Practice problems related to the concepts discussed in class (these will be discussed during the tutorial sessions).

Sample of MAP1.

Solutions of exercises.

MAP1 includes: 

Part I: Finance concepts.

1. Financial products (interest rates, stocks, options, futures).
2. Arbitrage and first properties of prices of derivatives.
3. Binomial model: pricing an option in discrete time.

Part II: Stochastic calculus.

1. Basics: Probability spaces, σ–algebras, stochastic processes, filtrations, stopping times, martingales.

Attachments

• Exercicios MAP1.pdf
• MAP1 sample.pdf
• QF_Slides_part1.pdf
• Solution of Exercises 1.pdf
• QF_Slides Class March 19.pdf