RMSC 2001

Course Website:   RMSC2001 Spring 2023   (Instructor: SIT, Tony)

Tutorial Notes

• Tutorial 0:    Preface

• Tutorial 1:    Basics [Solution]

• Tutorial 2:    Programming [Code]

• Tutorial 3:    Risk [Solution]

• Tutorial 4:    Utility [Solution]

• Tutorial 5:    Interest [Solution] [Code]

• Tutorial 6:    Bond [Solution] 

Tutorial Sessions after the midterm exam are hosted by another TA, Manting (Nancy) JIN:

• Tutorial 7: Yield and Duration [Solution]

• Tutorial 8: Derivatives [Solution]

• Tutorial 9: Hedging [Solution]

• Tutorial 10: Pricing [Solution]

• Tutorial 11: Binomial Tree [Solution]d here.T