… are available at http://fin4366.garven.com/spring2019/ps8solutions.pdf…

# Category Archives: Problem Set Solutions

# Even More Wiener Processes Practice Problems and Solutions

The solutions for the Wiener Processes Class Problems which we worked on in class today are available at http://fin4366.garven.com/spring2019/WienerProcessesClassProblemSolutions.pdf.

# Wiener Processes Class Problem Solutions

The solutions for the Wiener Processes Class Problems which we worked on in class yesterday are available at http://fin4366.garven.com/spring2019/WienerProcessesClassProblemSolutions.pdf.

# Solutions for Problem Set 7…

… are available at http://fin4366.garven.com/spring2019/ps7solutions.pdf…

# Solutions for Problem Set 6 are available…

# Class Problem Solutions (1-timestep Delta Hedging and Portfolio Replication)

Here is a 3-1/2 page PDF file in which I provide the solutions.pdf for yesterday’s class problem in which we solved one time-step “arbitrage-free” call and put option prices using the Delta Hedging and Portfolio replication trading strategies:

One Timestep Delta Hedging and Portfolio Replication Class Problem (Solutions)

# Options class problems from the February 5th FIN 4366 class meeting

I just realized that I had forgotten to post this information – better late then never, right?

# Solutions for Problem Set 5 are available…

# Solutions for Problem Set 4 are available…

# Solutions for Problem Set 3…

… are available at http://fin4366.garven.com/spring2019/ps3solutions.pdf…