RMSC2001 (CUHK)

(All rights reserved by the authors. Re-distribution by any means is strictly prohibited.)

Teaching Material

1. Tutorial 6 Financial Markets

• Tutorial Note

• Zoom Recording (Passcode: Wvn*Cu^5)

2. Tutorial 7 Arbitrage, Put-call Parity

• Tutorial Note

• Zoom Recording (Passcode: h23w??kU)

3. Tutorial 8 Option Pricing

• Tutorial Note

• Excel Example

• Zoom Recording (Passcode: @Aa^RE2V)

4. Tutorial 9 VaR

• Tutorial Note

• Excel Example

• Zoom Recording (Passcode: y%B%Y03*)

5. Tutorial 10 Final Revision

• Tutorial Note

• Excel Example

• Zoom Recording (Passcode: q=!B2sK0)