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

Tuesday, October 19, 2010

21-370: Stock price for HW#9

As I announced in class, the initial stock price for the third homework problem is S0=8. I've updated the assignment to reflect this.

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

The reading and homework assignments for Week #9 have been posted. The reading is from a set of notes written by Profs. Hrusa and Kramkov. I've posted a pdf file of the notes. The homework assignment is also a downloadable pdf. Since I've posted this late this week, I'll give you until Friday to complete the assignment this week. You can follow the links from the Schedule page.