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4.7 Exercises

* 4.01 Price of a European call option.
* 4.02 Limit the potential losses from a share.
* 4.03 Time value of an exotic option.
* 4.04 Implied volatility.
* 4.05 Hedging the shares of your portfolio.
* 4.06 Dividend yield with Monte-Carlo.
* 4.07 Dividend yield with finite differences.
* 4.08 Log-normal finite differences for a call.
* 4.09 Options devaluation model.
* 4.10 Stochastic volatility model.
* 4.11 Trading resistance levels.

All these problems can be edited and submitted for correction by selecting WORK:assignments on the course main page. They generally open with a template that provides useful advice and guidance to derive the solution. The color coding corresponds to the expected level of difficulty:

* Easy.
The problem is a direct application of the theory in a situation of practical interest: solutions typically combine text without formulas, ASCII plots and parameters of the VMARKET applet without any programming.
* Moderate.