Exam Templates and Algorithms

This note compresses Note 1 into write-out-in-full templates for the recurring exam tasks: derive the Black–Scholes PDE, state a complete finite-difference algorithm, compute an implied volatility, and estimate a Greek by Monte Carlo. Each template lists the steps in markable order — the typical marking scheme attaches points to specific moves (the Itô step, the hedge choice, the stability condition, stating boundary conditions), and the fastest way to drop marks is to skip a "obvious" step. Cross-references point back to the full treatment.