PDEs for Finance

Spring 2012.

 

































book listTeaching_12_Spring_files/PDEfinance12books.pdf
homework 1 Teaching_12_Spring_files/PDEfinance12hw1.pdf
Notes on forward equationTeaching_12_Spring_files/PDEfinance12notes1.pdf

Instructor office hours  (Oliver Buhler)


Thursdays, 4-6pm, room 1013 WWH.


Grader office hours (Doris Dobi)


Wednesdays, 6-7pm, room 1008 WWH.

Notes on Black-Scholes equationTeaching_12_Spring_files/PDEfinance12notes2.pdf
homework 2 Teaching_12_Spring_files/PDEfinance12hw2.pdf
Notes on numerical methods for PDEsTeaching_12_Spring_files/PDEfinance12NumPDEnotes.pdf
homework 3 Teaching_12_Spring_files/PDEfinance12hw3.pdf
homework 4 Teaching_12_Spring_files/PDEfinance12hw4.pdf
homework 5 Teaching_12_Spring_files/PDEfinance12hw5.pdf
homework 6 Teaching_12_Spring_files/PDEfinance12hw6.pdf