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

*S*=8. I've updated the assignment to reflect this.

_{0}UPDATE: I've also made a correction to problem 1.

*X*and

_{n+1}(H)=g_{n}(X_{n})*X*.

_{n+1}(T)=h_{n}(X_{n})## 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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