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Course
Webpage for Maths 190 (Math’l
Models in Finance)
2nd
Semester (Fast-tracked delivery: January-March 2017)
NOTE: Before coming to each lecture, you are expected to check course
updates below. 19 Jan 2017: COURSE OUTLINE
and first lecture together
with overview/motivation
of/career opportunities in math’l finance 19 Jan 2017: Copy of textbooks (Courtesy of my former MSc student FS) · PDF copy of Hull’s Options, Futures and Other Derivatives -- 8th ed 19 Jan 2017: IMPORTANT DATES-Posting and Due Dates of Assignments The pdf file of each particular assignment can be accessed and printed by clicking the link to
the assignment number. Please submit your assignment in class on the due date before the lecture begins.
UPDATES!!! 20 Mar 2017 NEW 16 Mar 2017 o The
PDF of Assignment No. 3, along with the Solutions to Practice Exercises, is
now available for download from the link above. o NEW Summary of lectures on the Week of 13 – 17 March 2017 o Topics
to be covered – Week of 20 – 24 March 2017 11 Mar 2017 o Summary of lectures on 06
March 2017 [Read this document as the first part will be covered in Long Exam 2.] o Topics to be covered –
Week of 13 – 17 March 2017 o Summary
of lectures on 08-09 March 2017 is replaced by the materials on Monte-Carlo simulation provided in the Excel lab spreadsheets below. N.B.: The following Excel spreadsheets were modified and quite different
from the entire spreadsheets shown
in the lectures. As a result,the sample size used
in generating the CIs may not have
been updated. Please double-check all the cell entries before implementing
them in your projects. o Excel spreadsheet
– Lab Worksheet 4 o Excel spreadsheet
– Lab Worksheet 3 o Excel spreadsheet
– Lab Worksheet 2 09 Mar 2017 o Excel
spreadsheet – Lab Worksheet 1 o Excel
spreadsheet – Lab Worksheet 1-Q3 08 Mar 2017 o PDF
of Solutions to Required Problems in Assignment No.2 is now available for
download from the link above. 03 Mar 2017 o Topics to be covered –
Week of 06 – 10 March 2017 o Summary of lectures – Week of 27 Feb - 03 Mar 2017 28 Feb 2017 o Guidelines for Long Exam 2 (15 March 2017) 27
Feb 2017 o The PDF of Assignment No. 2, along with the Solutions to Practice Exercises, is now available for download from the link above. 24 Feb 2017 o Topics to be covered
– Week of 27 Feb - 03 March 2017 o Summary of lectures – Week of 20 - 24 Feb 2017 17 Feb 2017 o Topics to be covered –
Week of 20 - 24 Feb 2017 o Lectures
for the Week of 13 - 17 Feb 2017 were based on o PDF of presentation on 16 Feb 2017 – Day of PCIEERD-DOST monitors’ visit 11 Feb 2017 o Guidelines
for Long Exam 1 (22 Feb 2017) 10 Feb 2017 o PDF
of Solutions to Required Problems in Assignment No. 1 is available for
download from the link above. o Topics to be covered –
Week of 13 - 17 Feb 2017 o Summary of lectures – Week of 06 - 10 Feb 2017 03 Feb 2017 o Topics to be covered –
Week of 06 Feb- 10 Feb 2017 o Summary of lectures – Week of 30 Jan- 03 Feb 2017 02 Feb 2017 o PDF
copies of Assignment No. 1 and Solutions to Problems in Assignment No. 1 (not
for submission) are now available for download from the link above. 01 Feb 2017 o PDF
copies of Assignment No. 1 and Solutions to Problems in Assignment No. 1 (not
for submission) will be available for download from the link above on 02 Feb
2017. 31 Jan 2017 o Reminder
1: Lecture on Wednesday, 01 Feb 2017, will be for 2.5 hours (09:00-11:30HRS)
to compensate for the missed 30 minutes due to early dismissal (to enable
DOST scholars to attend their scheduled orientation/activity on 25 Jan 2017). o Reminder
2: Wednesday lectures on 08 Feb, 22 Feb, 01 Mar and 08 Mar will be for 2.5
hours (09:00-11:30HRS). The four extra hours are designed to make up for the
cancelled class on 15 Feb 2017 due to the Quiz Bee event as per the request
of the BS Applied Maths students. 27 Jan 2017 o Topics to be covered
– Week of 30 Jan- 03 Feb 2017 o Summary of lectures – Week of 23 - 27 Jan 2017 26 Jan 2017 o Slide Presentation – 26
Jan 2017 25 Jan 2017 o Slide Presentation – 25 Jan 2017 |
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