HOMEWORK

Homework 1: due Monday, January 10, 2005.
1. Do exercise 1 at the end of Chapter 1 of the notes.
2. Write an expression for the payoff of a European put option with strike price K and expiration time T written on a stock with price process {S(t), t in [0, T]}.

Homework 2: due Monday, January 31, 2005.
Exercises 1, 2, 3, 5, 6, 7 from Chapter 2 of the notes.

Homework 3: due Wednesday, February 16, 2005.
Exercises 1-4 from Chapter 3 of the notes.

Homework 4: due Wednesday, March 9, 2005.
Exercises 1-4 from Chapter 4 of the notes.