21-270: Assignment for Week #7

I've posted this week's reading assignment, and the problems for Homework #6. It looks long, but I don't think it is as bad as it seems.

Interest Rate Swaps

Interest rate swaps are in the news. Does it count as news if it happened three years ago? I'm not sure, but anyway, there it is.

21-270: Solutions for HW#3

I've posted solutions for HW#3 on the Blackboard site, under "Course Documents."

21-270: Assignment for Week #6

The reading and homework assignment for Week #6 has bee posted

Summer Opportunites in Math Finance

The UT Austin math-finance group is organizing a summer school in math
finance this summer for advanced undergraduates and 1st-year graduate
students. The school will take place in Austin, June 19 - August 8,
2009. Everybody is welcome, space permitting, but we can only provide
financial support for a limited number of students who are US citizens
or permanent residents. More information can be found on the school
website

http://www.ma.utexas.edu/rtg/school2009

21-270: Homework for Week #5

The reading and homework for Week #5 have been posted. You can follow the link from the Schedule page.

21-270: Exam #1 Statistics

Here is the sheet of statistics that I showed in class on Wednesday. It also shows statistics for homework and cumulative averages, including the current grade cutoffs for cumulative averages.

Computational Finance Information Session

On Monday, February 16, there will be an information session for students interested in the computational finance major and minor. The session starts at 7:00 in DH 2315. This letter
gives some more information about the program. At the information session, we will discuss the program, the application process for the major and answer any questions you may have.

21-270: Homework for Week #4

The reading and homework assignments for Week #4 have been posted. The written assignment is due this Wednesday.

21-270: Exam #1 Update

I've added to the review page numerical answers for the practice problems. I've also added a link to the formula sheet you will be given with the exam. There is not that much on it, but there it is.

UPDATE: I've added the solutions to HW#2 to the blackboard site. You can find them under "Course Documents".

BSCF Major Applications

The Spring 2009 deadline for applications to the BSCF major is
Monday, March 2. 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.

21-270: Exam #1

I've posted a review page for Exam #1. It shows some general information about the exam. You will probably want to take a look at the suggested review problems. Later in the week, I'll post answers to the problems, so you can tell if your solutions are correct.

21-270: Homework #1 Solutions

Solutions to Homework #1 are now available in the Course Documents section of the Blackboard site.