Exams and results


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:

  1. 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);  
  2. 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.


Old exams

Solutions of the midterm: midterm-sol,

Final exam final-eng

December 2016 exam Dec16,

January 2017 exam Jan17-MathFin