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

Thursday, February 26, 2009

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.


Anonymous said...

I have a question about hw #6. For problem #3, Japanese company receives $10000000
from the US company in exchange for a payment of 10000000F_y_$ yen. Since F_y_$
reperesents the money in dollar correspond to one yen, isn't it should be the other
way, which is F_$_y?

Anonymous said...

For problem 5c, do we assume the dividend payments are at the same times as in 5b?

Anonymous said...

For problem 5, do is the constant effective rate R = .06 annual or the rate of 10 months.

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