Results -October 2017
ID 190661 grade: 25
ID 188591 grade: 11
The graded exam can be seen on Tue, in my office 541, from 2 pm to 3 pm.
You need not to come if the grade is >=18 and you accept it.
In the written exam there are also some theoretical questions, which you may be required to actually prove (not only formulae). Here is a comprehensive list:
- how to calculate the installment in a French loan; how to find the FRA par rate; mechanism of the Floating Rate Note evaluation (with spread);
- duration of a portfolio; weights of the minimum variance portfolio in the case of two risky stocks; how we find the delta in the binomial model.
Solutions of the midterm: midterm-sol,
Final exam final-eng
December 2016 exam Dec16,
January 2017 exam Jan17-MathFin