21-122: Week #15

The reading and homework assignments for Week #15 have been posted. You can follow the link from the Schedule page.

21-122: Week #14

The reading and homework assignments for Week #14 have been posted. You can follow the link from the Schedule page. I hope that doesn't get in the way of a Happy Thanksgiving.

12-122: Week #12

The reading and homework assignments for Week #12 have been posted. You can follow the link from the Schedule page.

21-122: Week #11

The reading and homework assignments for Week #11 have been posted. You can follow the link from the Schedule page.

21-122: Office Hours, November 1

Today I will have to attend a Faculty Senate Meeting (it's the first Tuesday of the month) during my regular office hours. Also, its a Holy Day of Obligation, so I'm going to have to move my office hours later than usual. I'll be available from 7:30-8:30pm in my office, WEH 6214.

21-122: Week #10

The reading and homework assignments fr Week #10 have been posted. You can follow the link from the Schedule Page.

21-122: Week #9 Homework Due today

There is, I guess, a bit of confusion about the deadline for this week's homework assignment. It is due today. There is a misprint in one place on the assignment page, that seems to indicate it can be turned in during tomorrow's recitation. As I announced in class on Monday, and last Wednesday, and the Monday before that, the assignment is due today.

21-122: Mid-Semester Grades

I've finished assigning mid-semester grades, and I wanted to take a moment to describe exactly how that was done. As you know, your midterm exam average accounts for 60% of your grade, and your homework average for 15%. I've computed a numerical average for each of you using the following formula:

Avg = ( .60*[Exam #1 Grade] + .15*[Homework Average] )/(.75)

So your exam score counts for (60/75)ths of your grade, and your homework average counts for (15/75)ths. Then I computed grade cutoffs for these averages, by averaging the grade cutoffs the same way I computed your averages, i.e.

X-cutoff = ( .60*[Exam #1 X-cutoff] + .15*[Homework Average X-cutoff] )/(.75)

where X may be A, B, C or D. To assign +/- grades, the B and C ranges were divided into thirds, and the A and D ranges were divided in half. (There is no A+ and no D- grade.)

One final comment: As I was entering the final grades this afternoon, I realized I had made an error when calculating grades yesterday that systematically raised peoples averages a bit. I've corrected for this, and so some of you who saw your grade yesterday may notice it has gone down one increment (in a small number of cases more). I apologize for this apparent downgrade, but I want to make sure your grade represents where you really stand in the course.

21-122: Week #9

The reading and homework assignments for Week #9 have been posted. You can follow the link from the Schedule page.

21-122: Dfield

Today in class, I introduced dfield, and online Java applet that will draw direction fields, and plot the graphs of solutions (approximately, it uses numerical techniques; it doesn't solve the differential equations). A google search also turns up an instructional YouTube video about dfield. You may want to take a look at that, too.

21-122: Final Exam

The final exam has been scheduled; it's not particularly good news. Our exam is scheduled for Tuesday, December 20, from 8:30-11:30am. You should check the schedule to see if you have any conflicts among your exams. If you have three exams starting within 25 hours, your are also entitled to some relief. I will not offer the exam at an earlier time, but I can schedule a makeup exam later in the day if necessary to resolve conflicts.

21-122: Week #6

The reading and homework assignment for Week #6 have been posted. You can follow the link from the Schedule page.

21-122: Some more resources

One of our TA's, Brian Kell, has put up a web page with some helpful information for his students. I thought you all might benefit from it.

21-122: Week #4

The reading and homework assignments for Week #4 have been posted. You can follow the link from the Schedule page.

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When:
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Academic Development Classrooms B6-A and B6-B
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21-122: Week #3

The reading and homework assignments for Week #3 have been posted. You can follow the link from the Schedule page.

Study Break

Take a few minutes to recharge your batteries by watching this. I guess it's more appropriate for 21-120, but it's close enough...

Walk-In Tutoring

Academic Development provides walk-in tutoring for 21-122 and other courses at the following places and times Morewood E-Tower Fifth Floor Study Lounge - Monday and Wednesday evenings from 8:30-11:00 p.m. Afternoon Tutoring in Cyert B6A - Mondays from 4:30-6:30 p.m., Wednesdays from 4:30-6:30 p.m. Evening Tutoring in the Mudge Reading Room and Donner Reading Room - Sunday thru Wednesday evenings from 8:30-11:00 p.m.

21-122: Office hours for Tuesday

I will unfortunately will not be able to make my regularly scheduled office hours this Tuesday. This will actually happen on the first Tuesday of each month. Tomorrow I will hold my office hours from 6:30-7:30pm in the usual place, WEH 6214.

21-122: Week #2

The assignment for Week #2 has been posted. You can follow the link from the Schedule page of the course website.

Welcome to 21-122

Welcome to 21-122 Integration, Differential Equations and Approximation. I'll use this blog to make announcements, and post information relevant to the course.

From Academic Development

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21-270: Week #8

The reading and homework assignment for Week #8 have been posted. You can follow the link from the Schedule page.

21-270: Week #6

The Reading and Homework assignments for Week #6 have been posted. You can follow the link from the Schedule page.

21-270: Exam #1

The Exam #1 review is now posted *and* linked from the schedule page.

21-270: No Office Hours Today

I've had to cancel my office hours today. I need to be home while my heat pump is getting a new compressor installed. I apologize for the short notice, but you should be well served by the TA's during their office hours. Alexandra Klimova from 12-1 in WEH 6213, Peter Krengel from 1-2 in WEH 7215 and Jason Kam from 2-4 in WEH 7215. I'll see you all tomorrow in class.

21-270: Week #3

The reading and homework assignments for Week #3 have been posted. You can follow the link from the Schedule page.

21-270: Week #2

The reading and homework assignments for Week #2 have been posted. You can follow the link from the Schedule page.

21-270: Welcome to Introduction to Mathematical Finance

Welcome to 21-270 Introduction to Mathematical Finance. This blog will be used for announcements and information related to the course. You will find your homework assignments on the Schedule Page of the Course Website. There is also a Blackboard site for the course, which will be used to distribute the text and solutions to assignments, and also to allow you access to your recorded grades.

During the semester, we will investigate the pricing of derivative securities (derivatives) and of fixed income securities (bonds). We will focus on some apparently simplistic models of financial markets. These models, though, illustrate many of the concepts that are necessary to develop and understand more complicated models in 21-370 Discrete Time Finance and 21-420 Continuous Time Finance. Moreover, some of the models we will consider play a direct role in building the models used in Discrete Time Finance.