Being a weblog devoted to a variety of topics. Including Mathematics. And Mathematical Finance. Sometimes with homework.
Monday, December 20, 2010
21-370: Final Statistics
21-260: Final Statistics
Tuesday, October 19, 2010
21-370: Stock price for HW#9
UPDATE: I've also made a correction to problem 1. Xn+1(H)=gn(Xn) and Xn+1(T)=hn(Xn).
Sunday, October 17, 2010
21-370: Homework - Wek #9
Monday, September 27, 2010
21-260: Week #6
Friday, September 17, 2010
Friday, September 10, 2010
21-260: Week #4
21-370: Homework - Week#4
Tuesday, September 7, 2010
21-260: Pay No Attention to the Hint for Problem 2.1.23b
Monday, August 30, 2010
21-260: Dfield and Wiley Support
Second, you can contact WileyPLUS customer support to submit a question or use their live chat feature. This should help you get the help you need in a more timely fashion.
Friday, August 27, 2010
21-260: Week #2
Thursday, August 26, 2010
21-370: Week #2
21-370: The Textbook is Available
Tuesday, August 24, 2010
Nature By Numbers
Dreamlike animation illustrating Fibonacci sequence, Golden Ratio, and more.
Nash Distinguished Lecture Series
The Duality of Money - Walter Schachermayer
Noted mathematician Walter Schachermayer will give this year's Nash Lecture, titled "The Duality of Money." According to Schachermayer, the dual relationship between goods and their prices is a classical idea in economics. In his lecture, he will discuss current research on duality in modern and complex financial markets. Schachermayer is best known for combining functional analysis and stochastic analysis in the field of financial mathematics. He, with fellow mathematician Freddy Delbaen, proved the Fundamental Theorem of Asset Pricing in its general form. This theorem, first conjectured by economists in the 1970s, explains the relationship between the absence of arbitrage in financial markets and the existence of a probability measure that can be used to price derivative securities. Later, Schachermayer and Carnegie Mellon Professor Dmitry Kramkov established the definitive methodology for using duality to solve the problem of optimal investment in incomplete markets.
The talk will be at 4:30pm on Tuesday, September 7, in the Rashid Auditorium in the Hillman Center.
Friday, August 20, 2010
21-260: Fall 2010
Tuesday, May 18, 2010
21-241: Final Wrap-Up
The grade cutoffs for the final exam were:
A cutoff - 80
B cutoff - 70
C cutoff - 60
D cutoff - 40
and the grade cutoffs for cumulative averages were:
A cutoff - 82.37
B cutoff - 69.47
C cutoff - 56.58
D cutoff - 40.26
I enjoyed working with you all this semester, and I hope you have a great summer.
Thursday, May 6, 2010
21-241: More solutions
I will be available in my office tomorrow (Friday) between 11:30 and 1:00 to field any last minute questions, are return any homework that anyone would like to pick up.
Tuesday, May 4, 2010
21-241: Solutions
Monday, May 3, 2010
21-241: Grade Cutoffs
To interpret your "cumulative average" you should use the following cutoffs, based on the mid-terms and homework to date.
A cutoff - 83.21
B cutoff - 69.29
C cutoff - 55.36
D cutoff - 40.36
The final cutoffs will depend on the grade cutoffs for the final exam. The final cutoffs may be above or below these cutoffs, but probably not by too much.
Saturday, May 1, 2010
21-241: Final Exam
I'll make solutions available for the review problems from sections 5.6 and 6.3, as these topics were not covered on a regular homework assignment.
Friday, April 30, 2010
21-241: Exams and Grades
I've also created a column on the Blackboard gradebook called Cumulative Average. This is your average so far in the course (including the 5% of your graded given by the higher of your two mid-term grades).
Monday, April 26, 2010
21-241: Office Hours on 4/27
Thursday, April 22, 2010
Wednesday, April 21, 2010
Allan Metzler Speaks
The talk is on Thursday, April 22 at 4:30 PM in PH 100.
Friday, April 16, 2010
21-241: Exam #2
The Wednesday Exam will be in DH 2315, rather than DH 2210 as originally announced.
Thursday, April 15, 2010
Thursday, April 8, 2010
21-241: Week #13
Wednesday, April 7, 2010
21-241: Homework Solutions
Thursday, April 1, 2010
21-241: Week #12
Tuesday, March 30, 2010
Thursday, March 25, 2010
21-241: Week #11
Tuesday, March 23, 2010
Friday, March 19, 2010
21-241 Week #10
UPDATE: The homework assignment for Week #10 will be due on Wednesday, as usual, not Friday, like last week. The assignment page was incorrect, but it is fixed now.
Tuesday, March 16, 2010
Monday, March 8, 2010
21-241: Week #9
UPDATE: Problem 3.3.35 and 3.3.36 refer to "the same four points." They mean the points in problems 3.3.32 and 3.3.33, i.e. the points (t,b) in {(0,0), (1,8), (3,8), (4,20)}. Sorry for the confusion.
Tuesday, March 2, 2010
Pittsburgh Snowstorm
Monday, March 1, 2010
21-241: Final Exam
21-241: Exam #1
A: >80
B: 65-79
C: 50-64
D: 35-49
Here are a wide range of statistics for the course so far. Solutions to the exam are available in the Assignments section of the Blackboard site.
Wednesday, February 24, 2010
21-241: Cumulative Average Comutation
15% Homework Average
50% Mid-term Exam Average
25% Final Exam
5% Higher of two Mid-term Exams
5% Higher of Mid-term Average and Final Exam
Friday, February 12, 2010
21-241: Week #6
Monday, February 8, 2010
Out of Office on Tuesday
UPDATE: There will be no "recitation" this evening either.
Sunday, February 7, 2010
21-241: Exam #1 Review Session
Friday, January 29, 2010
21-241: Homework #2 Solutions
Thursday, January 28, 2010
21-241: Week #4
Wednesday, January 27, 2010
21-241: Homework #1 Solutions
Thursday, January 21, 2010
21-241: Week #3
Friday, January 15, 2010
21-241: Week #2
Thursday, January 14, 2010
21-241: Using Tecnology
- The goal of the course (and homework assignments) is for you to learn techniques, not "get answers." If a question requires you to solve some system of equations, using Maple's 'solve' command will not get you any credit. You can, however, use commands that make Maple perform the various operations, just as if you were doing them on paper.
- As you work on your assignments, bear in mind that you will not have access to a calculator on the exams. Don't come to rely too heavily on technological approaches.
- At the same time, some homework problems
may assume that youdo have access to a calculator. If a problem requires you do divide 12.983 into 137.98372423, don't worry about how you would do that on the exams. Just get out your calculator and do it.
21-241: Office Hours
As announced in class, I'll be holding office hours on Thursday this week starting at 2:00. I said I'd be here until four, but I'll actually need to leave a little earlier than that - say 3:45.
Monday, January 11, 2010
21-241: Welcome to Matrix Algebra
The homework assignment for Week #1 is now available. It is due on Friday, either before or after class, or in your TA's mailbox before 3:20.
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