Being a weblog devoted to a variety of topics. Including Mathematics. And Mathematical Finance. Sometimes with homework.
Showing posts with label 21-270. Show all posts
Showing posts with label 21-270. Show all posts
Friday, May 17, 2013
21-270: Final Wrap Up
Well, I've submitted final grades to the SIO site. They should be available to you all now. The Grade Center on the Blackboard site has a column for your "Cumulative Averge," which agrees almost exactly with my spreadsheet. If you have turned in any late assignments this semester, your average on Blackboard will be slightly higher than it ought to be.
You can compare your grades for the semester to this page of statistics for the course.
Tuesday, May 7, 2013
21-270: Final Exam Review
The review page for the final exam has been posted. You can follow the link from the Schedule page.
Saturday, April 27, 2013
21-270: Week #15
The reading and homework for Week #15 have been posted. You can follow the link from the Schedule page.
Thursday, April 25, 2013
21-270: Final Exam Conflicts
Students who have a conflict with the final exam, scheduled for Thursday, May 9, from 8:30-11:30am in UC McConomy, can take a makeup exam. The makeup exam will be given on Monday, May 13, from 5:30-8:30 in MM A14. The makeup exam is the same time and place as the 21-240 Final Exam.
This exam is for students who have either a directly conflicting exam, or three exams beginning within a 25 hour period (one of them being the 21-241 exam). Students with a documented illness or University sponsored trip can also take the makeup. It is not a general alternate exam time.
Saturday, April 20, 2013
21-270: Week #14
The reading and homework assignments for Week #14 have been posted. You can follow the link from the Schedule page.
Sunday, April 7, 2013
21-270: Calculator Durability
Well, if nothing else, at least you don't ever have to worry about your calculator wearing out!
Saturday, March 23, 2013
21-270: Week #10
The reading and homework assignments for Week #10 have been posted. You can follow the link from the Schedule page.
Saturday, March 9, 2013
21-270: Exam #2
The review page for Exam #2 has been posted. You can follow the link from the Schedule page.
Thursday, January 31, 2013
21-270: Chapter 2
I've posted Chapter 2 of the textbook on the Blackboard site. You can find it by clicking "Course Documents" in the top left pane and following the link there.
Friday, January 25, 2013
21-270: Week #3
The reading and homework assignments for Week #3 have been posted. You can follow the link from the Schedule page.
Wednesday, November 28, 2012
Friday, February 25, 2011
21-270: Week #8
The reading and homework assignment for Week #8 have been posted. You can follow the link from the Schedule page.
Friday, February 11, 2011
21-270: Week #6
The Reading and Homework assignments for Week #6 have been posted. You can follow the link from the Schedule page.
Saturday, February 5, 2011
Tuesday, January 25, 2011
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.
Friday, January 21, 2011
21-270: Week #3
The reading and homework assignments for Week #3 have been posted. You can follow the link from the Schedule page.
Thursday, January 13, 2011
21-270: Week #2
The reading and homework assignments for Week #2 have been posted. You can follow the link from the Schedule page.
Monday, January 10, 2011
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.
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.
Friday, May 22, 2009
21-270: Final Wrapup
Well, the final grades for the course have been turned in. You can look at your exam grade in the Blackboard site, which will remain up for a little while longer. I'm not sure how long. Here are the final statistics for the course, including the cutoffs for final averages.
Have a great summer!
Have a great summer!
Monday, May 4, 2009
21-270: Final Exam
The Final Exam will be given on Thursday morning, from 8:30-11:30am. The exam will be in McConomy Auditorium. I will try to schedule a reveiw session for Wednesday afternoon, and I'll post information about it here when I know more.
I've posted a review page with some information about the final. Note that the Final will be cumulative. You should be sure to review the study problems from the first three exams, as well as your homework and exams.
UPDATE: Solutions to Exam #2 are now available from the blackboard site.
UPDATE: I've posted the formula sheet for the final exam on the blackboard site and the review page.
UPDATE: Solutions to most of Exam #3 are now available on the blackboard site.
UPDATE: Here are the current Statistics for the course.
UPDATE: Grade cutoffs have been corrected on the Statistics page.
I've posted a review page with some information about the final. Note that the Final will be cumulative. You should be sure to review the study problems from the first three exams, as well as your homework and exams.
UPDATE: Solutions to Exam #2 are now available from the blackboard site.
UPDATE: I've posted the formula sheet for the final exam on the blackboard site and the review page.
UPDATE: Solutions to most of Exam #3 are now available on the blackboard site.
UPDATE: Here are the current Statistics for the course.
UPDATE: Grade cutoffs have been corrected on the Statistics page.
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