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

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.

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