Problem sets for the Markets for Risk Management course are available here. Adobe Acrobat Reader software is required in order to view and print most of the documents listed on this page.
- Problem Set 1 (Demand for Insurance, Moral Hazard, and Adverse Selection)
- Problem Set 2 (Binomial and Black-Scholes option pricing problems)
- Problem Set 3 (Credit risk, tax options, and underinvestment problem)
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