RMSC 2001 (Spring 2022)

Course Website: RMSC2001 Spring 2022 (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 Manting (Nancy) JIN.
Here are her notes for RMSC2001 :

• Tutorial 7: Yield and Duration [Solution, Supplementary]

• Tutorial 8: Derivatives [Solution, Code]

• Tutorial 9: Hedging [Solution]

• Tutorial 10: Pricing [Solution] [Exercise, Exercise_Sol]

• Tutorial 11: Binomial Tree [Solution]