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Archive Spring 2019: Quantitative Finance and Investment Quantitative Finance Exam

Syllabus

March 29, 2019

There is an error in the formula package. Equation (20.18) in Hirsa/Neftci is incorrect. The formula package posted for the exam now has the correct formula. However, for the Spring 2019 exam the formula package has already been printed and the exam booklet will contain the version with this error. The exam committee has indicated that this formula is not needed for the Spring 2019 exam.

February 14, 2019

The formula package and tables are now available.