Course Materials

Please find below course materials including lecture slides, exercises and mock exam and revision guidance.

  1. Module Outline
  2. Lecture Slides (large file 1mb)
  3. Lecure Notes
    1. Options
    2. One Period Binomial Model
    3. Two Period Binomial Model
    4. Black-Scholes Option Pricing Model
  4. Exercises
    1. Exercise 1 Outline Solutions
    2. Exercise 2 Outline Solutions
    3. Exercise 3 Outline Solutions
    4. Exercise 4 Outline Solutions
  5. Examination Materials
    1. Examination Paper 2007
    2. Mid-Term Paper 2007
    3. Mid-Term Paper 2008
    4. Mock Examination Paper 2008 Outline Solutions
    5. Revision Guidance
    6. Examination Paper 2008