Course Materials

Problem Sets

Weekly problem sets covering derivations, proofs, and applied calculations. Attempt the problems before consulting the solutions.

PS 01

Lecture 1 Problem Set

Brigo & Mercurio 1.1–1.2

PS 02

Lecture 2 Problem Set

Brigo & Mercurio 1.3–1.6

PS 03

Lecture 3 Problem Set

Brigo & Mercurio 2.1–2.3

PS 04

Lecture 4 Problem Set

Brigo & Mercurio Sections 2.3.1–2.6.1

PS 05

Lecture 5 Problem Set

Brigo & Mercurio Sections 2.6.1–2.9

PS 06

Lecture 6 Problem Set

Brigo & Mercurio Sections 3.1–3.2.1

PS 07

Lecture 7 Problem Set

Brigo & Mercurio Sections 3.2.2–3.2.5

PS 08

Lecture 8 Problem Set

Brigo & Mercurio Section 3.3