# Pricing

### Lecturers: Raymond Brummelhuis, Adriana Breccia, Rüdiger Kiesel

**Course OutlineChristmas Assignment 28 January 2013Easter Assignment 29 April 2013**

**Lecture notes:**

*Spring 2013 - Adriana Breccia*

Lecture 8 | |

Lecture 9 | |

Lecture 10 |

*Non-examinable additional material*

Black-Cox structural model and barrier option

Martingale pricing

Pricing derivatives the Martingale way

*Spring 2012 - Ron Chan*

Solutions 1

Solutions 2a

Solutions 2b

Solutions 3

*Autumn 2010*

Lecture 1* *Lecture 2

Lecture 3

Lecture 4

Lecture 5

Lecture 6

Lecture 7

Lecture 8

Lecture 9

*Spring 2011*

Lecture 1

Lecture 2, Example

Lecture 3

Lecture 4

Pricing Derivatives the Martingale Way by Dufresne-Keirstead-Ross

*Interest rates*

Lecture 5 - Background

Lecture 5

Lecture 6

Lectures 7/8

Exercise Solutions: 2010/11

Solution 1

Solution 2

Solution 3

Revision notes:

Term 1

Interest rates

Credit risk