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

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


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.


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

To Submit your resume for interview consideration:

* Log into TartanTRAK (if you do not have an account, e-mail Gerry
* Go to 4th menu selection entitled JOBS FOR CARNEGIE MELLON
* Click on the ADVANCED SEARCH tab
* 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.