Being a weblog devoted to a variety of topics. Including Mathematics. And Mathematical Finance. Sometimes with homework.
Thursday, February 26, 2009
21270: 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.
Tuesday, February 24, 2009
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.
21270: Solutions for HW#3
I've posted solutions for HW#3 on the Blackboard site, under "Course Documents."
Saturday, February 21, 2009
Monday, February 16, 2009
Summer Opportunites in Math Finance
The UT Austin mathfinance group is organizing a summer school in math
finance this summer for advanced undergraduates and 1styear 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
finance this summer for advanced undergraduates and 1styear 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
Friday, February 13, 2009
21270: Homework for Week #5
The reading and homework for Week #5 have been posted. You can follow the link from the Schedule page.
Thursday, February 12, 2009
21270: 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.
Wednesday, February 11, 2009
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.
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.
Sunday, February 8, 2009
21270: Homework for Week #4
The reading and homework assignments for Week #4 have been posted. The written assignment is due this Wednesday.
Wednesday, February 4, 2009
21270: 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".
UPDATE: I've added the solutions to HW#2 to the blackboard site. You can find them under "Course Documents".
Monday, February 2, 2009
BSCF Major Applications
The Spring 2009 deadline for applications to the BSCF major is
Monday, March 2. That is the Monday before the MidSemester 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.
Monday, March 2. That is the Monday before the MidSemester 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.
Sunday, February 1, 2009
21270: 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.
21270: Homework #1 Solutions
Solutions to Homework #1 are now available in the Course Documents section of the Blackboard site.
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Blog Archive

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2009
(90)

▼
February
(13)
 21270: Assignment for Week #7
 Interest Rate Swaps
 21270: Solutions for HW#3
 21270: Assignment for Week #6
 Summer Opportunites in Math Finance
 21270: Homework for Week #5
 21270: Exam #1 Statistics
 Computational Finance Information Session
 21270: Homework for Week #4
 21270: Exam #1 Update
 BSCF Major Applications
 21270: Exam #1
 21270: Homework #1 Solutions

▼
February
(13)