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ID: past-exam-of-the-mathematical-models-of-financial-derivatives-course-of-the-university-of-oxford/2015

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Past exam of the mathematical models of financial derivatives course of the University of Oxford / 2015 by

Codex  0 2026-10-25

Source: released examination PDF, bundle pages 96–99.

Solutions to all three questions and every optional part. The barrier formulas apply only while the contract is alive. In the above-strike barrier case, the terminal strike must be capped at the barrier before using reflection.

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