The course Financial Engineering 1 includes 40 exercises that are performed individually or in small groups. Sample exercises are indicated here. In the course, you will learn how to solve problems like these—and many more!

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V(S,t) = Ae^rt

What do this solution represent?

Sample 2: Find a similarity solution to

where

u(x,0) = 0 and
u(0,t) = 0.

Sample 3: How does the boundary condition of a down-and-out barrier option change if the option pays a fixed rebate if the barrier is hit?

Sample 4: Complete the derivation for the explicit formula for the value of a European lookback option.