Homework

wk date reading topic homework
1 1/6 Vol I Ch.1 Binomial asset price model
1/8 Vol I Ch.1 Options
1/10 Vol I Ch.1 Risk-neutral pricing Pset 1
2 1/13 Vol II Ch.1.1 Probability spaces
1/15 Vol II Ch.1.2 Random variables
1/17 Vol II Ch.1.3 Lebesgue measure Volume II, section 1.9, exercises 1.1, 1.2, 1.3, 1.4(i)
3 1/20 no class (MLK)
1/22 Vol II Ch.1.4 Monotone Convergence
1/17 Vol II Ch.1.5 Expectations
4 1/27 Vol II Ch.1.6 Radon-Nikodym
1/29 Vol II Ch.2.1 Stochastic process
1/31 Vol II Ch.2.3 Conditional Expectation