Being a weblog devoted to a variety of topics. Including Mathematics. And Mathematical Finance. Sometimes with homework.

Monday, December 8, 2008

Led Zeppelin

If you need to take a study break, here is something to consider. Led Zeppelin's albums ranked in order from best to worst:

1. Led Zeppelin II
2. Led Zeppelin
3. Presence
4. Led Zeppelin IV/ZOSO/four symbols
5. Houses of the Holy
6. Led Zeppelin III
7. The Song Remains the Same
8. Coda
9. In Through the Out Door
10. Physical Graffiti

I know there are some controversial calls in there. Share your thoughts in the comments.

21-260: Final Exam Review

As you know, the 21-260 Final Exam will be given on Friday, December 12, from 1:00-4:00pm in DH 2210. I've posted a Final Exam Review Page, and will hold a review session on Wednesday, December 10 from 1:00-2:30 in DH 2315.

The Final Exam will be cumulative. Make sure you review the material from the First, Second and Third Midterms.

Saturday, November 29, 2008

21-260: University Course Assessment

I've been told that "The University Course Assessment -UCA- is now open for Fall courses." You can get to the UCA site through your My CMU site, or you can follow links from the HUB.

Saturday, November 22, 2008

21-260: Assignments for Week #14 and #15

The reading and homework assignments for the last two weeks of the semester have been posted. There is no written assignment due Thanksgiving week. The final assignment will be due on Friday, December 5, the last day of class.

Tuesday, November 18, 2008

21-260: Exam #3 Roundup

I've taken a look at the statistics for Exam #3, and you can to. The grade cutoffs for Exam #3 will be the standard array: 85 and up is an A, 75-84 a B, 65-74 a C, and 50-64 is a D. Again, I was impressed by the scores on what was a fairly difficult exam.

The page of statistics linked above has data for the whole semester. The grade cutoffs for each assignment are shown, and also for your cumulative average. Your weighted average in the Blackboard site is close to, but not always exactly, the average I have computed for you. In the previous version of Blackboard, these were the same, so I think Blackboard may have changed the way it computes the averages. I haven't been able to figure it out exactly. I'll let you know when (if) I do.

Friday, November 14, 2008

21-260: Assignment for Week #13

The assignment for Week #13 has been posted.

Thursday, November 13, 2008

Futures In Finance

Thursday December 18, 2008 & Friday December 19, 2008

THIS EVENT IS IN NEW YORK CITY

LOCATION: Carnegie Mellon University New York City Facility at 55
Broad Street, NY, NY

This annual event is specifically geared towards students seeking
summer 2009 internships in and around New York City in the finance
industry. There will be a company site visit during the afternoon on
Thursday, December 18 to a financial firm (tentative Citigroup) and
an evening reception with Carnegie Mellon alums on the evening of
Thursday December 18, 2008. There will be one-on-one internship
interviews taking place on Friday December 19, 2008 at the Carnegie
Mellon facility on 55 Broad Street in New York City. Please note you
must submit your resume to TartanTRAK for all companies participating
in Futures in Finance.



PLEASE TAKE NOTE:

All travel, lodging, and meal accommodations (except reception with
appetizers on 12/18 and light breakfast on morning of 12/19) are the
responsibility of the individual student. DO NOT make travel
arrangements until you know you have an interview. If you are
unable to be in New York City on Dec. 18 & 19, 2008 please DO NOT
submit your resume to the companies in TartanTRAK for
consideration. If you have questions or need additional
information, please contact the Career Center at (412) 268-2064.



The full schedule of companies has not been determined. Please
CONTINUE TO MONITOR ON TartanTRAK!!



To Submit your resume for interview consideration:

* Log into TartanTRAK (if you do not have an account, e-mail Gerry
Marnell: gmarnell@andrew.cmu.edu)
* Go to 4th menu selection entitled JOBS FOR CARNEGIE MELLON
STUDENTS AND ALUMNI
* Click on the ADVANCED SEARCH tab
* Scroll to INTERVIEWS (OCR) INTERVIEW DATE
* Select Dates: Dec. 19, 2008 to Dec. 20, 2008

Participating companies to date:

-Deutsche Bank - Technology Analyst Intern

-Goldman Sachs - Operations Summer Analyst

-Highbridge Capital Management (HCM) - 2 positions

1) Systems Intern Hedge Fund

2) Development Intern Hedge Fund

-Jane Street Capital - Assistant Trader Summer Internship

-JP Morgan Chase - 2009 Summer Technology Analyst Development Program

-Merrill Lynch - 2009 Global Markets Analyst Program

-Mitsui Energy Risk Management - Summer Intern

-Morgan Stanley - Quantitative Finance Intern Program

-UBS - 2 Positions

1) Equities Summer Intern Program

2) Fixed Income Summer Intern Program

Wednesday, November 5, 2008

21-260: Exam #3

Note that Exam #3 is scheduled for next Wednesday. I've posted a review page. I'll plan to schedule a review session for Monday evening. I'll post more details when that is finalized.

UPDATE: The review session will be held on Monday evening, from 7:00-8:30pm in DH 2315.

Saturday, November 1, 2008

21-260: Assignment for Week #11

The reading and homework assignment for Week #11 has been posted.

UPDATE: Problem 3.8.12 should not have been included in the assignment. You do not need to turn it in.

Wednesday, October 29, 2008

21-260: Final Exam

The final exam schedule has been sent out. Our exam will be on Friday, December 12 from 1:00-4:00pm. Please take that into account when making your travel plans. I'll post an update when the room is announced.

Sunday, October 26, 2008

Academic Presentations

Academic Development has asked me to pass along the following announcement:


How do you prepare for academic presentations?

What tips/advice would help you to become a more effective public
speaker?

Join this SERIES OF THREE (3) workshops and learn how to:
* Communicate clearly with academic audiences
* Become comfortable with public speaking
* Assess your own strengths and weaknesses
* Receive presentation feedback

Dates: Tuesdays -- Oct 28, Nov 4, and Nov 11
Time: 6:00pm to 7:30pm


Register online

Friday, October 24, 2008

21-260: Assignment for Week #10

The reading and homework assignment for Week #10 is now available.

UPDATE: For a few of the problems, I instruct you to "convert to system." By that, I mean for you to convert the second order equation to a first order system, solve the system, and extract the solution to the second order equation. I hope that makes things more clear.

Monday, October 20, 2008

Exam #2 Review Session

The review session for Exam #2 will be tonight, Monday, October 20, from 7:00-8:30, in PH 100. Bring your questions.

Exam #1 Grades

It has been brought to my attention that I never made the Exam #1 grades available on the Blackboard site. I've corrected that. They're available now.

I usually hide the grades while they are being recorded, and until I'm able to announce grade cutoffs in class. I'll try to make sure to reveal them more promptly next time.

Thursday, October 16, 2008

Don't Panic

Martin Mayer, in the Wall Street Journal, lists the Five Best books about panics in financial markets. "These works on financial meltdowns have lost none of their value," says Mayer.

David Fisher, in a letter to the Editor, adds one more.

Exam Regrades

If you've submitted your Exam #1 for regrading, it is available for you now. I wasn't able to get them back to your TA's begore recitations this morning, but the grades are updated on the Blackboard site. You can pick up your exam from my office sometime today or tomorrow.

Aphorisms

They say the apple never falls far from the tree. I wonder about acorns. (more)

Wednesday, October 15, 2008

Another Analysis of the Financial Crisis

In Forbes. This one is by our own Prof. Steve Shreve.

Exam #2

The second midterm exam will be given in class on Wednesday, October 22. I've posted a review page. I'm working on scheduling a review session for Monday evening, I'll post an update when I know the details.

dfield

One of you classmates reminds us that care must be taken when dealing with direction fields

Saturday, October 11, 2008

Assignment for Week #8

The reading and homework for Week #8 have been posted. You can follow the link from the Schedule page.

Wednesday, October 8, 2008

Book Report - Imperium

I recently finished reading Imperium by Robert Harris. The events in the book recount Cicero's rise to power in the turbulent political scene of first century Rome.

I read his book Pompeii some time ago and it was quite engaging. In Pompeii, a Roman engineer must determine why the aqueduct in Misenum has run dry. It turns out (no surprise to any mildly informed reader) that the problem is related to the impending eruption of Mt. Vesuvius. (Many other interesting things happen along the way.)

Imperium is somewhat different - more historical and less fiction than Pompeii. Harris claims that nothing in the book contradicts historically recorded events, and, moreover, he claims that every potentially verifiable event actually happened. I don't know about that, but the story coincides with everything I know about Roman history.

Making comparisons between our nation and times and events in ancient Rome is a common hobby. One needs to be careful when doing this. Our culture and times are very different from the period described in this book. Nonetheless there are some useful conclusions one can draw. One of the most important lessons that history teaches is that human nature never changes. With that in mind, this book shows in a fun, entertaining and educational way how even the most naked power grab can be cloaked in high minded rhetoric.

If you will be voting this November, I recommend that you read this book, and take another close look at our two candidates before you do so.

Tuesday, October 7, 2008

The BSCF Application Deadline Approaches

A reminder: The Fall 2008 deadline for applications to the BSCF major is Monday,October 13. That is the Monday before the Mid-Semester Break. Electronic applications may be sent to bscf@andrew.cmu.edu, or hard copies can be put in Dr. Handron's mailbox in the Mathematical Sciences department office, WEH 6113.

Financial Crisis Revisited

A few days ago I noted Theodore Seto's explanation of the current financial crisis. Today I'd like do point you to Megan McCardle's explanation. Here's one important bit:


What we need, fundamentally, is not simply stricter regulation or less greedy bankers. What we need is better economic theory of how these things play out, so that the regulators have better tools to assess and prevent systemic risk.[emphasis mine]


Thus is demonstrated the old adage: the flip-side of crisis is opportunity. At least for you finance students!

Saturday, October 4, 2008

21-260: Assignment for Week #7

The assignment for Week #7 has been posted.

Friday, October 3, 2008

xkcd

Whad would he do?

Thursday, October 2, 2008

Financial Crisis

Theodore Seto, A professor of tax law and policy at Loyola Law School Los Angeles, has written a nice explanation of the causes of our current financial meltdown. It is fairly impartial in it's assessment, though clouded in a few aspects by the authors politics. Read the comments, and make your own assessment.

Friday, September 26, 2008

21-260: Assignment for Week #6

The reading and homework assignments for Week #6 have been posted. You can follow the link from the Schedule page.

NumberADay

Interested in numbers? Then NumberADay is for you!. Every day this MAA blog provides interesting pertinent factual information about a different number.

Well, some of the information is interesting. Do you know the speed limit on the Tulane campus is 23mph? Do you know what a centered heptagonal number is? Read and find out.

UPDATE: link fixed.

Thursday, September 25, 2008

Processes & Representations

Friday, September 26, 2008
CMU MATH CLUB COLLOQUIUM
4:30 P.M., Wean Hall 7500

The CMU Math Club Presents: Processes & Representations. A Talk by Visual Artist Lun-Yi Tsai

Tsai's art is inspired by his mathematical training. He will talk about his process of making art and present his latest abstract paintings that were recently exhibited in Berlin, Germany.

Here are some examples.

Refreshments at 4:00 Wean Hall 6220.

Sunday, September 21, 2008

21-260: Exam #1 Review Session

The Exam #1 Review session has been confirmed for Monday, September 22 from 6:30-8:00pm in PH 100.

Saturday, September 20, 2008

21-260: xkcd

We won't need to know too much about rotation matrices this semester, but it's nice to know they exist.

Friday, September 19, 2008

xkcd

I wouldn't kid about something like that.

21-260: Matrix Algebra Notes

I promised to post a set of Matrix Algebra Notes, and now I've done so. You can read these notes to augment the presentation in Sections 7.2 and 7.3.

Wednesday, September 17, 2008

Exam #1

I've posted the Exam #1 Review Page. I'll update it when I have a confirmed date and time for the review session.

Tuesday, September 16, 2008

xkcd

What you really need to know about the Riemann zeta function.

Nash Lecture: Dark Markets

NASH LECTURE: 4:30 P.M., McConomy Auditorium, University Center, Darrell
Duffie, Dean Witter Distinguished Professor of Finance, The Graduate School
of Business, Stanford University. A reception will follow in the Tepper
Grand Room.

TITLE: Dark Markets

ABSTRACT: Investors do not respond instantly to variation in risk-adjusted
expected returns across financial markets. As a result, asset returns may be
more sensitive in the short run to supply shocks than standard asset-pricing
theories would predict. After initial reactions to supply shocks or changes
in information, expected returns may revert together across markets more
slowly than standard theories would suggest. These lags vary with the
opaqueness of a market, and may reflect the time that it takes to become
aware of an investment opportunity, to find a suitable counterparty, and to
negotiate and execute a trade. This lecture will review evidence of "Dark
Markets" from a growing body of empirical research, citing examples from
insurance markets, bond markets, stock markets, and money markets, and will
suggest some conceptual approaches based on search theory.

Monday, September 15, 2008

Jane Street Capital at TOC

Representatives from Jane Street Capital, LLC will be on campus for the TOC.
Jane Street will also hold an information session in the Dowd Room, University Center, from 5:30 - 7:00 PM on Wednesday, September 17th. Food and beverage will be served:

Put your quantitative skills to work!

Jane Street Capital, LLC is a proprietary trading firm that operates around the clock and around the globe. We bring a deep understanding of markets, a scientific approach, and innovative technology to bear on the problem of trading profitably in the world's highly competitive financial markets, focusing primarily on equities and equity derivatives.

Founded in 2000, Jane Street employs over 190 people in offices in New York, Chicago, London and Tokyo, as well as on the American Stock exchange and the Chicago Board Options Exchange. Our entrepreneurial culture is driven by our talented team of traders and programmers.

The environment at Jane Street is open, informal, intellectual and fun. You can wear a t-shirt and jeans to the office every day, the kitchen is stocked, and discussions are always lively. Teaching and learning are central activities through classes, mentoring and discussion.

To learn more about the opportunities that Jane Street holds, please join us in the Dowd Room, University Center, from 5:30 - 7:00 PM on Wednesday, September 17th. Food and beverage will be served.

For any questions, please contact hr@janestcapital.com.

Hope to see you there!

It Boggles the Mind

I read this and I have to wonder: how long until my kids are arrested for doing something totally innocuous?

(hat tip: Freeman Hunt)

Saturday, September 13, 2008

21-260: Assignment for Week #4

The homework assignment for Week #4 has been posted. As always, if you have questions or concerns, post them in the comments.

UPDATE: I've removed the problems out of Section 7.3 from this week's assignment. We just haven't covered enough of that material. I'll include them on a short assignment due next Friday.

UPDATE: There have been some problems with the dfield/pplane website over the last couple days. The site is hosted in Houston. I expect the problems are most likely hurricane related. I'll keep an eye on the site, and if it's not up most of the day tomorrow, I'll alter the assignment accordingly.

Friday, September 12, 2008

Thursday, September 11, 2008

Dude, I'm not doing science, I'm just cheating the game!

Do MMORPG's teach kids how to do Science?

Wednesday, September 10, 2008

Giant Robot Dump Trucks

Some of the folks in the Carnegie Mellon community are teaming up with Caterpillar to build giant robotic dump trucks.

My take on this: Giant dump trucks - cool. Robots - cool. Giant robotic dump trucks - totally awesome!

Tuesday, September 9, 2008

BSCF Application Deadline

The Fall 2008 deadline for applications to the Computational Finance major is Monday, October 13. That is the Monday before the Mid-Semester Break.

Sunday, September 7, 2008

21-260: Assignment for Week #3

I've posted the assignment for Week #3. As always if you have questions, or need clarification, feel free to post them in the comments to this thread.

Thursday, September 4, 2008

Engines of Our Ingenuity: Saving Gas

Episode 2394 of Engines of Our Ingenuity discussesSaving Gas. There is no sophisticated mathematics, but the observation that gas savings does not increase linearly with increases in MPG is worth noting.

Sunday, August 31, 2008

21-260: Assignment for Week #2

The reading and homework assignment for Week #2 has been posted. As before, if you have questions or concerns related to the homework, feel free to post them in the comments.


UPDATE: For some of the problems you will want to use the "dfield" program that I showed to you in class on Friday. I neglected to post the link to it earlier, but here it is now.

Wednesday, August 27, 2008

xkcd and set theory

Fetishes

21-260: Lecture Notes

During the first few weeks of the semester we will be jumping around in the textbook quite a bit. In order to give a more coherent presentation, I've written up these notes. They are definitely "rough around the edges," but I think they will be useful, especially to read over after attending the lectures.

Tuesday, August 26, 2008

Engines of Our Ingenuity: The Pigeonhole Principle

A recent episode of Engines of Our Ingenuity discusses the Pigeonhole Principle. I've mentioned Engines of Our Ingenuity before. If you find these episodes interesting, you can search the entire list of episodes (each tagged with keywords).

Monday, August 25, 2008

21-260: Assignment for Week #1

I've posted the reading and homework assignments for Week #1.

If you have questions or comments about the assignment, feel free to post them in the comments. Either I or one of your TA's (or a fellow student) may be able to answer your question. The comments are not a substitute for office hours, but may be a good way to deal with some issues...

UPDATE: A few of you, having ordered your textbook online only to have it arrive late, have prevailed upon me to post the week's homework problems. Being good natured and generally accommodating, here they are.

Sunday, August 24, 2008

Welcome to 21-260

Welcome to 21-260 Differential Equations. I'll use this blog to post information and updates about the course. See you in class on Monday.

Friday, August 15, 2008

Vynyl LP's to MP3's

In the olden days, we used to listen to music on vinyl LP records. Nowadays, though, it is much more convenient to listen to music in a digital format. Accordingly, those of us of a certain age are faced with a problem: what to do about that record collection.

During the 1980's, I accumulated a pretty sizable record collection. When CD's were released in the late 80's, I started buying music in that format. I got CD duplicates of many of my most favorite albums. But a lot of others slipped through the cracks.

It is possible to buy turntables designed to connect directly to your computer in order record your music and save it in your desired format. But if you have enough LP's to make this worthwhile you probably already have a turntable. It seems like a waste to buy a new one. In fact it is.

I've had great success ripping my LP's using only: (1) My stereo, specifically a Techniques turntable and amplifier purchased sometime before 1988, (2) a MacBook Pro, and (3) the free application Audacity (If you want to create MP3's, you'll also need the LAME MP3 encoder, also free.) Oh, also (4) a "two RCA to mini-stereo" cable.

Once you've downloaded the software, connect the mini-stereo end of your cable to the "audio in" on your computer. Then connect the RCA ends to a spare audio out on your amplifier. (I used "VCR 2", but you could use the tape deck output if necessary.) From here it's like falling off a bike.

Once you get familiar with Audacity's controls, start playing your favorite record. Open a new Audacity project and click the record button. Adjust the input level until the meter just barely doesn't top out. You can also look at the wave form, the loudest portions should be not quite as tall as possible. Once everything is set, close the track you've been recording, and start a new one by hitting record, play your record and sit back. When the album side ends, click stop, and save the project.

You'll probably want to clean up the recording. I've found that using the "noise removal" and "click removal" to be pretty effective. For the noise removal, select a couple seconds of quiet between songs, or at the end of the record. Choose Effect > Noise Removal, then click "Get Noise Profile". Now select your whole recording. Again, choose Effect > Noise Removal. This time you want to click "Remove Noise". I find moving the slider two spots toward "less", i.e. the 5th of the 15 positions, to remove most of the noise without affecting the quality of the recording too much.

Next, while the whole recording is still selected, choose Effect > Click Removal. I just use the default. Together with the noise removal, this cleans things up very nicely. If your record has a real scratch, this probably won't get rid of it completely, but if your record is in good shape, you can get a very nice recording.

Now for the tedious part. Select each song separately, and choose File > Export Selection as MP3. Fill in all the information in the dialog boxes and save the file somewhere that you can find it easily. Once you've done that, drag all the mp3 files onto the iTunes icon, or do whatever else you do with your mp3's. You're good to go.

Audacity does a great job, but it is free, and there are a few bugs. For instance, if your screen goes to sleep while you record, there is a slight skip in the recording. If all your recording have a skip at about the 1 minute mark, this might be the reason. All in all, though, this seems to be pretty effective.

Thursday, August 14, 2008

Bike Log

Yesterday evening, I did a 13 mile ride at Hartwood Acres. I went out with one of the PORC groups. It was a great night. We haven't had much rain lately, so pretty much everything was dry. It was nice an cool, too, which is surprising for the middle of August.

Thursday, July 10, 2008

The Enigma Machine

This is sort of old news, but I just dug far enough into my inbox to see it again. The May 30 "The Mathematical Tourist" article on the MAA website is about the Enigma Machine. I think the Enigma Machine is absolutely fascinating. In addition to having the most intriguing name of any technological innovation, the story of it's use in WWII and the allies breaking of the code is more exciting than real history has any right to be. Okay, a bit of hyperbole, but still.

The article linked has a number of links to other interesting and informative sites. I do take exception to the authors comments about Cryptonomicon. Cryptonomicon is not so much a story about the Enigma machine as it is a story about... well it's hard to explain, but the Enigma Machine features prominently. I highly recommend it. I've never read Enigma by Robert Harris, so I can't comment about that.

The Code Book by Simon Singh also has an outstanding chapter on the Enigma Machine.

Wednesday, May 28, 2008

21-120 Final Wrapup

Well, the semester has drawn to a close. Here are the final statistics for the course. You can see that the final grade cutoffs are

A 74.32
B 62.95
C 52.95
D 41.25

I don't use Blackboard to compute grades, but your final average, unless you have late homeworks, will be the same as your "weighted average" from the blackboard site. At least they ought to be. Until a few moments ago, Exam #3 was categorized as an "assignment" rather than an "exam", which threw off the calculation. I've corrected that though, so now, you should be able to compare your "weighted average" to the cutoffs above to determine your grade. As long as you don't have any late homeworks, that is.

Tuesday, May 6, 2008

Course Statistics and Graded Homework

Here is a page of statistics for the course so far. You can see (revised (downward)) grade ctuoffs for the three midterm exams, and the computed cutoffs for your cumulative averages. The final grade cutoffs may change somewhat after the final has been graded, but probably not too much.You can compare your "weighted average" from the blackboard site to the Cumulative Average grade cutoffs to see where you stand going into the final.

I think all of you uncollected graded homework is in a box outside my office door (WEH 6214). I think it includes HW#15 for sections A and B, but I'm not sure about Section C.

Monday, May 5, 2008

Finals Week Schedule

Our Final Exam is, of course, at 5:30 on Friday, May 9.

I'm trying to schedule a review session for 1:00-2:30 on Wednesday, May 7. That is a reading day, so most of you should be available.

I'll hold office hours most day's this week. The schedule is:

Monday: 11:30-1:00
Tuesday: 11:30-12:15
Wednesday: Review Session, 1:00-2:30 (tentatively)
Thursday: 11:30-1:00
Friday: 11:30-1:00

Friday, May 2, 2008

Dude This is Totally Awesome

Who would have thought that 216 magnetic spheres would be so cool.

Another Difference Engine

My last post about a real functioning Difference Engine reminded me of William Gibson's The Difference Engine, with which I was much less impressed.

A long time ago, when I had just finished reading Neuromancer, I thought The Difference Engine looked pretty cool. I'm not exactly sure what it was about, but it wasn't about Babbage's Difference Engine. As I recall, Charles Babbage is one of the characters, but he is unsympathetic to say the least. Do yourself a favor; read Neuromancer, but give this one the go by.

As an aside, this follows one of my cardinal Rules for Reading Fiction: Books by two authors are terrible.

Babbage Difference Engine #2

I, like many math/science types, have always been fascinated by Charles Babbage's Difference Engines. They were undeniably revolutionary when he designed them in 1821 and 1849. One can only imagine what might have happened had they been built.

Well, now someone has built Difference Engine Engine #2, and it is on display at the Computer History Museum in San Jose (beginning May 10).

Tuesday, April 29, 2008

Thomas Jefferson's Library

LibraryThing is a site that allows you to catalog books from your library, and uses that information as a basis for some sort of social networking. In their words "Enter what you're reading or your whole library—it's an easy, library-quality catalog. LibraryThing also connects you with people who read the same things."

But this post is not about LibraryThing. It's about Thomas Jefferson.

It turns out that some enterprising person who goes by the name "Thingamabrarii" has entered Thomas Jefferson's library. There are also links to other sites with information and exhibits about Thomas Jefferson's books.

There are 55 books in the Pure Mathematics category. Among these are The doctrine and application of fluxions (that's calculus to you and me), as well as Euclid's elements and some works by Archimedes. He even has some books on mathematical finance, including one by Isaac Newton: Sir Isaac Newton's Tables for renewing and purchasing the leases of cathedral-churches and colleges.

It's interesting to look over the titles, but humbling when you consider that my shelves are filled with books like this and this.

(Actually, I do read real books sometimes.)

Final Exam

Our final exam will be held on Friday, May 9 from 5:30 to 8:30 in the evening. I will provide more information about the final, and review materials as the date gets closer.

Saturday, April 26, 2008

Assignment for Week #15

Well the last assignment has been posted. Get it while it's hot!

Tuesday, April 22, 2008

Assignment for Week #14

Better late than never.

The reading and homework assignmet for Week #14 are now available. It's a bit late, but I've tried to keep it short and sweet.

UPDATE: The assignment from Section 5.1 originally read Section 5.1 #, 4, 16. It has been updated to Section 5.1 #2, 4, 16.

Office hours by request only

I can't hold my normal hours tomorrow, and since there's only one more week of classes after this one, I just might as well not hold regular hours anymore. I'll still be available by email to work out alternate meetings, and I'll probably hold a review thing before the final.

Sunday, April 13, 2008

Office hours canceled for this week

Due to Carnival coming up, and the fact that the test is Monday / tomorrow, I will not be able to hold my normal office hours this week. If you wish to meet with me outside of recitation, email me. If you want to pick up your old work and haven't yet, it's in the box outside Prof. Handron's office. -Klipper

Friday, April 11, 2008

Small correction

On Sunday from 6 to 8, it's not a review session per se, but more like office hours. I would suggest that people coming bring questions they would like to go over. I will not prepare a set agenda for the session.

Exam #3

Well, it's about that time. Time for Exam #3, that is. It will be given in class on Monday (April 14). I've posted a Review Page, including all the sections covered, and sample problems from each one. I've also posted solutions to a selection of the review problems on the Blackboard site (under "Course Documents").

The solutions to HW#11 are available on the Blackboard site, and the solutions to HW#12 are scheduled to appear at 12:05 Saturday afternoon.

I will hold a review session on Sunday afternoon, from 1:00 to 2:30 in WEH 5302. Michael Klipper will hold a review session Sunday evening in his office, from 6:00-8:00. If his office gets too crowded, he tells me he'll move to the whiteboards outside WEH 7500.

Monday, April 7, 2008

Assignment for Week #12

The reading and homework assignments for Week #12 have been posted.

Monday, March 31, 2008

Assignment for Week #11

The assignment for Week #11 has now been posted in its entirity.

Sunday, March 30, 2008

Office hours for week of 3/31

I have to cancel my Tuesday office hours. I will still hold my Wednesday ones. If you wish to meet outside of the Wednesday hours, email me.

Tuesday, March 25, 2008

Office hours change

I am unable to make my Wednesday office hours, so I will move them to Thursday from 7pm to 8pm in the usual spot, Wean 7215. Shoot me an email if you want to come but can't make that time and I'll work something out. -Klipper

Saturday, March 22, 2008

Carnegie Mellon Project Goes Big-Time

Which one, you ask? The Experimental Gameplay Project.

According to thier website, "The Experimental Gameplay Project is about discovering new forms of gameplay. Each game must be made in less than 7 days by 1 person, and show off something we've never seen before." I don't see anything about Carnegie Mellon at this site, but according to this Boing Boing article the project began here.

In any case, the games are currently being distributed, along with game themed T-shirts, at Target stores. I couldn't find them on the Target website, but Kevin Allen Jr. noticed them while shopping one night.

Friday, March 21, 2008

Assignment for Week #10

The reading and homework assignments for Week #10 have been posted. It is a little longer than usual, but not too much so.

Up to this point in the course, we have focused on the mechanics of computing derivatives. There have been a few motivational topics (e.g. related rates), but the focus was on the process of differentiation. Next week we begin investigating why one might want to do so. Specifically, we'll begin by looking at the information derivatives give us about a function.

Thursday, March 20, 2008

A Basketball Ticket Futures Market

Did you know that the NCAA runs a futures market for championship tickets? Some people are criticizing the NCAA, which holds its athletes to high standards where gambling is concerned, for profiting from this market. But I think everyone knows that the NCAA is really a business enterprise. Like the Olympics.

[via The Monkey Cage]

Monday, March 17, 2008

Exam #2: More Calculusy Goodness

Okay, I've posted solution to some of the review problems on the Blackboard site. They are in the Course Documents section.

I've also had some requests for review problems from the chapter review section. The thinking is that you will have to think about how to approach the problem without knowing what section it belongs in. So here they are: From Chapter 2 (pp. 139-141) #13, 25, 29, 43, 49, 53, 55, 59, 69, and from Chapter 3 (pp.196-197) #5, 11, 17, 21, 23, 41, 49, 51, 57.

Happy St. Patrick's Day

Well it's that day again. Time for the wearin' o' the green. I always like to celebrate the day by watching The Quiet Man, and I recommend that you do as well. The clip I linked to is basically the end of the movie, but seeing the end first won't keep you from enjoying the rest. You tube has a many clips from The Quiet Man. And I'd be linkin' them all, were it not for me terrible thirst...

Exam #2 Review - Update

I've added Section 3.4 to the list on the Review page. It should have been there all along. I don't think it should change your studying too drastically, though.

Also, I've posted solultions to HW#5. They are availabe on the Blackboard site, along with all the other homework solutions, on the Course Documents page. I'll post solutions to some of the practice problems from the textbook later today as well.

Friday, March 14, 2008

Happy Π Day

Well, today is π-day, 3/14. In celebration thereof, I offer this musical representation of the number π.

If you enjoyed that, there are a number of other π songs on YouTube.

Monday, March 10, 2008

HW#5 Solutions

Well that was easier than I thought it would be. The HW#5 Solutions are posted on the blackboard site with the others now.

Homework Solutions

I've posted the solutions to homework #6, 7 and 8 for your studying pleasure. These should have been posted week by week all along. Sorry about that. I also still need to get the solution to HW#5 put together. I'll post it as soon as I do.

Wednesday, March 5, 2008

Exam #2 Review

I've posted the review page for Exam #2. As before, I've included all the sections that will be covered. I've also provided an extensive list of review problems. You may have a method of studying that works for you, but if you are having trouble finding a place to begin, I would suggest the following:

Begin with a quick scan of each section, and try to do the first two or three problems listed. Then go on to the next section. Once you've been through each section, go back through and work on the next few problems. As you do this, make a note of which problems/sections give you the most difficulty. Go back and study those sections more carefully.

Also, don't forget to look over your homework assignments and class notes. Exam #2 will be basically the same format; four to six problems, most with a few parts. Exam #2 is likely to be more computational than Exam #1, but not necessarily easier.

The Rules of 69 and 72

In class on Monday, I gave an informed and eloquent description of the "Rule of 69" for determining the doubling time of an investment, whereupon a few of you took it upon yourselves to inform me that the the rule is, in fact, the "Rule of 72."

Well the happy news is that we are both (all) correct. This page explains why. The short explanation is: The Rule of 69 applies to continuously compounded interest rates, and is valid for all such rates. The Rule of 72 applies to annually compounded rates, and is a good approximation for rates close to 10%. How close is close? Well, how good is good...

Tuesday, March 4, 2008

Mid-Semester Grades

Well, for better or worse, I've posted the mid-semester grades for 21-120. You can check SIO to see how you are doing. You may be curious exactly how I assigned the grades. Well, here is exactly how I assigned the grades. To get your current average, I computed

( .60 x [Exam #1] + .15 x [Homework Average] )/.75

This is the "Weighted Average" from the Blackboard Gradebook. To get the letter grade cutoffs, I averaged the grade cutoffs for each assignment, just like I computed you averages. For example, the cutoff for the B-range was [(.60)(60)+(.15)(75)]/.75=63.

For +/- cutoffs, I simply divided each letter grade range into two (for A's and D's) or three (B's and C's) equal parts.

If you'd like to know where you stand in the class, you can look at the current Statistics for the course.

Wednesday, February 27, 2008

Mathematical Snow Sculpture

Well, spring break is coming up, and many of you are probably thinking of beaches and swimsuits and suntans (not me), but in some places winter is still going strong. With snow. Real snow, not just an inch or two here and there.

Stan Wagon, a Professor of Mathematics and Computer Science at Macalester College in St. Paul, Minnesota, is using this snow to make mathematically themed snow sculptures. Take a look at some of the pictures; They are pretty cool. So to speak.

If winter is not your thing, you may prefer to make your mathematical sculptures out of Lego®.

Tuesday, February 26, 2008

A Critical Time of Year

Well, we are getting to the time of year that always has me on the edge of my seat. A little nervous. A little agitated. With a dose of excitement thrown in. That's right. The 10-day forcast is just beginning to reach into Spring Break.

As you can see at the link, Mad River Glen, my Favorite Place in the World is due to get snow on eight of the next ten days, with 18"-30" predicted over the next couple days. That is fantastic! The weather is starting to creep up over freezing next week, though, so that is troubling. If all that snow starts turning into rain, Spring Break could be a Disaster!

If I work at it, I can hit the slopes on Friday, March 7. Tomorrow will show what Mother Nature has in store for that day. Think snowy thoughts.

Monday, February 25, 2008

Office hours change this week

I can't make my normal Wednesday office hours, so I'll only hold my Tuesday hours from 7-8. If anyone wants to see me and can't make Tuesday, shoot me an email. -Klipper

Friday, February 22, 2008

Assignment for Week #7

I've posted the reading and homework assignment for Week #7. You can follow the link from the Schedule Page.

UPDATE: I've corrected the title and text of the post to point to the assignment for Week #7. Time flies when your having fun...

Friday, February 15, 2008

Assignment for Week #6

I've posted the reading and homework assignment for Week #6. The homework is a little longer than we've had up to this point, but not too long, provided that you don't leave it until the last minute.

Tuesday, February 12, 2008

Assignment for Week #5

As promised, I've posted a short assignment due this Friday. Even though we have Exam #1 this week, I want to make sure that you get some practice with the product rule, quotient rule and chain rule, before we go on to other things.

Homework Solutions

Solutions to all four homework assignments are now available from the Blackboard site. I have tried to use scheduled postings, so that these would appear automatically, but that doesn't seem to have worked very well. In any case, they are all there now.

Friday, February 8, 2008

Exam #1 Review

I've posted a review page for Exam #1. It lists all the sections covered as well as some practice problems you may want to try.

The exam will be held in class on Wednesday 13 February. I'll also hold a reveiw session on Monday 11 February, in WEH 5302.

Wednesday, February 6, 2008

Office hour change for next week

Since the test is on Wednesday, I will move my Wednesday office hours to next Monday. So, for next week only, my hours are:
Monday and Tuesday, 7-8pm, Wean 7215

I can also arrange to meet with students if they schedule a time with me. You do not have to be registered in my recitation section to do this.

- Klipper

Friday, February 1, 2008

Assignment for Week #4

I've posted the assignment for Week #4. You can follow the link from the Schedule Page.

Wednesday, January 30, 2008

Settlers of Catan

The CMU Gaming Club is hosting a Settlers of Catan tournament. It will take place Friday, February 15, from 9pm-1am.

If you've never played Settlers of Catan, it's a pretty fun game. It's quick to learn, involves a little bit of skill and a little bit of luck. And it's different every time you play, which is kind of neat. It's one of my more favorite games. If I had my 'druthers, though, I'd play Advanced Civilization.

A Couple Things

First, the solutions to HW#2 are now available from the Course Documents section of the Blackboard site.

Second, Victoria Noquez has moved her office hours half an hour earlier. They are now Monday and Wednesday, from 4:30-5:30pm.

Friday, January 25, 2008

Assignment for Week #3

I've posted the assignment for Week #3. You can follow the link from the Schedule Page.

Incidentally, I have also posted the solutions to HW#1 on the Blackboard site. They are in the "Course Documents" section. I'll post the solutions for each assignment there, usually on the Tuesday following the due date.

Wednesday, January 23, 2008

Update to HW#2

I've removed problem 1.4.44 from this week's assignment. It will show up on HW#3. There is one thing I didn't get to cover today that is necessary for that problem.

Tuesday, January 22, 2008

You Can't Beet That

Does this count as a technological advance?

via Boing Boing

Monday, January 21, 2008

What a Waste

Sweet Juniper! has pictures of the Detroit Public Schools Book Depository.

What a waste.

Engines of our Ingenuity: Operateions Research

Engines of our Ingenuity is a short segment that airs on some NPR affiliates. I first discovered it while I was a graduate student in Houston. (It is produced by the University of Houston's College of Engineering.) I really got to enjoy it, and I missed it when I moved to Pittsburgh.

No to worry, though. Engines of Our Ingenuity is now available as a podcast. You can also subscribe via iTunes, if you care to do so.

Even if you don't, you may want to listen to episode 2316, which discusses Operations Research. It discusses what it is, the origin of the name "operations research" and why this field is important.

If you find that interesting, you can search the entire list of episodes (each tagged with keywords). There is bound to be something of interest to you.

Recitation Section C - Room Change

The room for the room for Recitation Section C has been changed from the cavernous BH 136A to the more comfortable Porter Hall 225B. This takes effect starting tomorrow, January 22.

Friday, January 18, 2008

Assignment for Week #2

I've posted the reading and homework assignment for Week #2. You can follow the link from the Schedule page.

I've also made some edits to the Schedule page. I've adjusted the topics to reflect the fact that we spent two days on Section 1.3. I've also changed the color of the sections we have not yet covered to grey. As we go through, I'll change each section to black as we cover it. Then you should know exactly where we are as we go through the semester.

Bad Mood

Well, I accidentally left my iPod home today. I had to listen to the radio, of all things. Can you imagine? "The Costas Minute" is about the lamest waste of radio spectrum I can imagine. Get this: The rivalry between Magic Johnson and Larry Bird was made more dynamic by the other players on their teams. He could have been talking about shoelaces; I would be no less interested. What wonders do you think the ride home has in store?

Okay, I just had to get that off my chest.

Thursday, January 17, 2008

Correction to Syllabus and Handout

There was one typo on the handout I gave you on Monday, and on the syllabus I posted on the Blackboard site. I mistyped the email address of Michael Klipper. His correct email address is mbk@andrew.cmu.edu.

I've corrected the syllabus, but I have no way to correct the handouts I distributed already. You'll have to do that yourself.

Mathematics and Square Dancing?

Have you ever thought about what mathematics and square dancing have in common? No? Me neither. But David Schmitz of North Central College in Naperville, Ill. has, and I guess a lot of other people have too. There is an interesting article in the Chicago Tribune about the connections. If you went to North Central College, you could even sign up for the course (It's the fifth one listed).

On a personal note: when I went to college, I, too, had associated square dancing with awkward middle school memories. In college I had a few chances try it, and it really is quite fun. Currently, though, my opportunities for square dancing seem to be, um... limited at best.

Wednesday, January 16, 2008

Homework #1 Update

I didn't get through as much today as I had anticipated, so I've had to edit Friday's homework a bit. I've removed problems 1.3.30 and 1.3.42 from the assignment. They will show up on next week's assignment.

Parts of problems 1.3.4 and 1.3.24 ask about one sided limits, which I also didn't cover much. I'll ask the TA's to talk about one sided limits tomorrow.

Tuesday, January 15, 2008

Assignment for Week #1

I've posted the reading and homework assignment for Week #1. You can follow the link from the Schedule Page. You'll be asked to read over my policy on Academic Integrity before you view the homework problems.

The problems are from Sections 1.2 and 1.3. I didn't discuss the background for the problems in 1.2 during class, but I asked your TA's to go over those topics in Recitation. I'll make sure to remind them again ahead of Thursday's Recitation. In general, I will not have the TA's cover material that I don't present in class, but with this introductory material, I don't feel too bad about it.

The Blackboard site is up

I've made the Blackboard site "Available to Students." You can go there now to download the course syllabus. Generally I'll only use the Blackboard site for two purposes: (1) To post your grades, and (2) to distribute solutions to homework assignments. Most of my communications to you will be via this blog. Well that and the classroom. Mustn't forget about the classroom...

Wednesday, January 9, 2008

Welcome to 21-120

Welcome to 21-120 Differentiation and Integration. I'll use this blog to post information and updates about the course. See you in class on Monday.

Color Issues

with the post header

Welcome to Mathemapundit...

...Dr. Handron's blog for course information, and whatever else suits my fancy.

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