F400 Asset Pricing

Office Hours

• Wednesday 5-6 pm
  • 13th Feb, Supervision room 1;
  • 20th Feb, Meade room;
  • 27th Feb, Supervision room 2;
  • 6th March, Supervision room 2;
  • 13th March, Marshall room;
  • 20th March, Supervision Room 1.

Supplementary Materials

• Details on Computing the Certainty Equivalence in Chapter 2
• Details on Black-Scholes Derivation
• Details on Finding the Term Structure Equation
• Solution to Vasicek Model