Formula sheet for midterm 1 is now available

I just posted the formula sheet for the exam at

Regarding the exam, it consists of four problems, and you only have to complete three of the four problems. At your option, you may complete all four problems, in which case I will count the three highest scoring problems. Since the maximum number of points possible for three problems is 99, I will award everyone who takes this exam an extra point; thus the maximum number of points on this exam is 100. 🙂

Regarding content, the exam is all about  arbitrage-free pricing of forwards and options.

I will look forward to seeing all of you at the exam tomorrow. Good luck!

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