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Department of Statistical &
Actuarial Sciences |
Course Webpage for Statistical
Sciences 3520B
Winter
2014
NOTE: Before coming to each lecture, you are expected to check course
updates below. 02 January 2014: COURSE OUTLINE 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. Solutions to assignments will be posted within 3-4 days after the deadline. Please submit your assignments in class by 13:20
of the due date.
UPDATES!!! 07 April 2014 NEW o Solutions to Required Problems in Assignment No.3 are now available for download from the link above. o Marked Assignment No.3 papers will be returned after the final exam on the 17th of April. Please submit remarking request (if applicable to your case) by the 22nd of April. Remarking requests must be placed in an envelope addressed to the instructor. Please ask Jane Bai to put your remarking document in the instructors mailbox. 31 March 2014 o Required Problem #2 of last assignment: Change r = 0.05 to
r = 0.005 (i.e., 0.5%). o Lecture summary
Week of 24- 28 March 2014 AND 31 March 2014 to be posted after the 31 March
2014 lecture. 22 March 2014 o Solutions to problems (not required for submission) in Assignment No. 3 are now available for download from the link above. o PDF copy of Assignment No. 3 along with the Marking Scheme are now available for download from the links above. o Topics to be covered Week of 24 - 28 March 2014 o Lecture summary
Week of 17- 21 March 2014 14 March 2014 o Topics to be covered Week of 17- 21 March 2014 o Lecture summary
Week of 10- 14 March 2014 12 March 2014 o Solutions to Required Problems in Assignment No.2 are now available for download from the link above. 08 March 2014 o Solution to the Unfinished Example in the 07 March 2014 lecture relevant to Assignment No. 2 o Topics to be covered Week of 10- 14 March 2014 o Lecture summary
Week of 03- 07 March 2014 05 February 2014 o Read carefully the Midterm Exam 2 Guidelines from the link above. o Solutions to problems (not required for submission) in Assignment No. 2 are now available for download from the link above. o PDF copies of Assignment No. 1 and Marking Scheme can now be downloaded from the links above. 01 March 2014 o Topics to be covered Week of 03- 07 March 2014 o Lecture summary Week of 24- 28 February 2014 16 February 2014 o Topics to be covered Week of 24- 28 February 2014 o Lecture summary Week of 10 -14 February 2014 08 February 2014 o Solutions to Required Problems in Assignment No.1 are now available for download from the link above. o Topics to be covered Week of 10- 14 February 2014 o Lecture summary Week of 03 -07 February 2014 04 February 2014 o A couple of typos in Assignment 1 were corrected; they are highlighted in red. 01 February 2014 o Read carefully the Midterm Exam 1 Guidelines from the link above. o Solutions to problems (not required for submission) in Assignment No. 1 are now available for download from the link above. o Topics to be covered Week of 03- 07 February 2014 o Lecture summary Week of 27 -31 January 2014 [COVERAGE OF FIRST MIDTERM WILL BE UNTIL THIS SUMMARY OF LECTURES (PLUS FUTURES OPTIONS TO BE SUMMARISED ON 03 FEB 2014) EXCEPT THE BINOMIAL OPTION PRICING.] 31 January 2014 o PDF copies of Assignment No. 1 and Marking Scheme can now be downloaded from the links above. 25 January 2014 o Venue of midterm exams 1 and 2 North Campus Bldg (NCB) 117 o Topics to be covered Week of 27- 31 January 2014 o Lecture summary Week of 20 -24 January 2014 19 January 2014 o Topics to be covered Week of 20-24 January 2014 o Lecture summary Week of 13-17 January 2014 11 January 2014 o Topics to be covered Week of 13-17 January 2014 o Lecture summary Week of 06-10 January 2014 o PDF of third-lecture presentation 10 Jan 2014 lecture 09 January 2014 o PDF of second-lecture presentation 08 Jan 2014 lecture 07 January 2014 o PDF of first-lecture presentation 02 January 2014 o A pdf copy of the Course Outline can be downloaded from the above link. |
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