Financial processes, 2016/17 spring semester
The Financial processes lecture is held in H45a room every Wednesday from 16:15 to 17:50.
The final mark is based on the following items:
There will be two tests during the semester, each of these will have 35 points. It is mandatory to achieve at least 40% of the points on both tests.
Additional 30 points can be obtain by solving homeworks. There will be 12 homeworks, these are described at the end of the lectures, and can be submitted on paper by the beginning of the next lecture, or in an email no later than the beginning of the next lecture. Every homework worths 4 points. At most 30 points can be obtained from homeworks.
It is mandatory to get 40% of the homework points, that is 12 points. Submitting the homework later is not allowed.
The convertion of the 35+35+30=100 points to the final mark is based on the following rule:
100 - 85 points: 5
84,5 - 70 points: 4
69,5 - 55 points: 3
54,5 - 40 points: 2
39,5 - points 0: 1
Literature: Steven Shreve: Stochastic Calculus for Finance II: Continuous-Time Models
The first test will be written in H607 on 5th of April from 18:00 (after the lecture).
The second test will be written in H607 on 10th of May from 18:00 (after the lecture).
Both replacement tests will be written on 16th of May (Tuesday) from 8:00, most likely in the library of the Stochastic Department (H 5th floor). Let's meet at the lobby of 5th floor of building H.
Only one of the test can be re-replaced on 18th of May (Thursday) from 8:00, most likely in the library of the Stochastic Department (H 5th floor). Let's meet at the lobby of 5th floor of building H. Please send me an email previous day if you come.