Humboldt Universität zu Berlin
Institute of Mathematics
Section Stochastics
Prof. Dr. D. Becherer
course information sheet
Links are updated after new exercises have been released.
Prepare and present your solutions in the week after in class.
Exercises
***Xmas-question***
Lecture notes for ch.III
n-liste 2te klausur, Einsicht am Di. 18.4. um 11.15-45, sekretatriat Fiebig 1.216
lognormal_pdf.m (by Ms.H.Kremp)
BlackScholesCallpreis.pdf and OptionPricing.m (by Mr.Gstoehl)
links : http://demonstrations.wolfram.com/EuropeanOptionGreeks/
mylastname-at-math.hu-berlin.de