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.
Monday, December 20, 2010
21-370: Final Statistics
Here are the final Statistics for the semester. You can see grade cutoffs for each exam and for cumulative averages. It also shows grade distrubutions for each of the exams.
21-260: Final Statistics
Here are the final Statistics for the semester. You can see grade cutoffs for each exam and for cumulative averages. It also shows grade distrubutions for each of the exams.
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).
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.
Monday, September 27, 2010
21-260: Week #6
The reading and homework assignments for Week #6 have been posted. You can follow the link from the schedule page.
Friday, September 17, 2010
Subscribe to:
Posts (Atom)