PSTAT 170 Spring 2009

Introduction to Mathematical Finance

 

ANNOUNCEMENTS

It was a pleasure teaching this class!  The solutions to the final exam are posted below.  They will be available for a few days.  Grades will be posted by June 12.
 
DOCUMENTS


Syllabus

Topic Coverage


READING ASSIGNMENTS

Chapter

Deadline

1, 2, 3

Th, 4/10

5, 8, 10

Th, 4/16

9, 11

Tu, 4/28

12

Th, 5/7

13

Tu, 5/19

16

Th, 5/28

15

Th, 6/2

 

SUGGESTED PROBLEMS

Set #

Chapter

Deadline

Problems

1

1

Th, 4/9

1.2   1.4   1.7   1.10   1.15 (assume held till expiry)  
1.26

2

3

 

Th, 4/16

3.1   3.2   3.6   3.7   3.13   3.23
Note: Questions at the level of 3.23 (in terms of amount of work) will not appear on Quiz 1

3

5
10

Th, 4/30

5.3    5.10   5.14   5.15
10.1  10.2  10.6  10.7  10.15  10.19

4

9
11

 

Th, 5/7
(Date of Midterm)

  9.1     9.2     9.3   9.11     9.12     9.14
11.1   11.3   11.5   11.6   11.17

5

 

12

Th, 5/14

12.5   12.7   12.8   12.13   12.15 a, b

6

 

13

Th, 5/21

13.1   13.4   13.6   13.8   13.13   13.27



SOLUTIONS

HW Set 1 Solutions

HW Set 2 Solutions

HW Set 3 Solutions

HW Set 4 Solutions

HW Set 5 Solutions  part 1    part 2

HW Set 6 Solutions

 

Quiz 1 Solutions

Quiz 2 Solutions

Quiz 3 Solutions

Midterm Solutions

Final Solutions

 

GRADE DISTRIBUTIONS

Quiz 1

Quiz 2

Quiz 3

Midterm