The slides used in this course of lectures can be accessed from the following links. More sections will be added as they become available. The initials RR and RAC distinguish the sections given by Dr Rossmanith and Professor Cairns respectively. The RR files are in pdf and zip format. The former can be read using Adobe Acrobat Reader. The latter are quicker to download but you need to have software to unzip them and convert them to pdf format.
RAC
1 - Review of probability theory
RAC2 - Probability
and stochastic processes (continued)
RAC3 - The
diffusion and Fokker-Planck equations
RAC4 - More
on diffusion and F-P
RAC5- The
solution of the B-S equation and the B-S formula
RAC6 - More
on Black -Scholes
RAC7- American
options/implied volatility
RAC8- Binomial
trees
RAC9 -
Monte Carlo method
RR0
- Overview of Arthur Anderson
RR1- First
group of lectures on finance(pdf)
RR1- First
group of lectures on finance(zip)
RR2 -
Second group of lectures (BS Eqn etc) (pdf)
Ditto
(zip)
RR3- Greeks and
Hedging(pdf)
RR4- Introduction
to CAPM (pdf)
RAC's lectures 1-5 are now available
in pdf format, which should be more convenient to print.
Click on the links below to obtain
the pdf files
RAC1RAC2RAC3RAC4RAC5 RAC6RAC7RAC8RAC9
Solutions for the following problem
sheets are now available
MT4551 Sheet
1 2002/3
MT4551 Sheet2
2002/3
MT4551 Sheet3
2002/3
MT4551 Sheet4
2002/3
MT4551 Sheet5
2002/3
A sample exam paper prepared for
the first time this course was given two years ago is now available by
clicking on the link below.