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Department of Statistical &
Actuarial Sciences |
Course Webpage for Statistical
Sciences 4521G/FM 9521B
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 Assignment No.3 problems (required for submission) can now be downloaded from the link above. o Marked
Assignment No.3 papers will be returned after the final exam on the 26th
of April. Please submit remarking request (if applicable to your case) by the
30th 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. o Lecture summary
Week of 24 - 28 March 2014 (LAST WEEK OF LECTURE
ON Asian Option and Interest-Rate Modelling) 30 March 2014 o Additional lecture
material-1 o Additional lecture material-2 29 March 2014 o Solutions to Assignment No.3 problems not required for submission can now be downloaded from the link above. o PDF copy of Assignment No. 3 along with the Marking Scheme can now be downloaded from the link above. o Topics to be covered Week of 24 - 28 March 2014 o Lecture
summary Week of 17- 21 March 2014. See below. 20 Mar 2014 slide presentation Summary --
Analysis of Asian options 14 March 2014 o Topics to be covered Week of 17- 21 March 2014 o Lecture summary
Week of 10- 14 March 2014 08 March 2014 o Topics to be covered Week of 10- 17 March 2014 o Lecture summary
Week of 03- 10 March 2014 05 March 2014 o Read
carefully the Midterm Exam 2 Guidelines from the link above. 04 March 2014 o Solutions
with marking scheme to Required Problems of Assignment No. 2 are now
available from the link above. 01 March 2014 o Topics to be covered Week of 03- 07 March 2014 o Lecture summary
Week of 24- 28 February 2014 26 February 2014 o Solutions to Assignment No.2 problems not required for submission can now be downloaded from the link above. 25 February 2014 o Assignment No. 1 and the accompanying marking scheme can now be downloaded from the link above. 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 Excel spreadsheet for the Heston Model o Topics to be covered Week of 10- 14 February 2014 o Lecture summary Week of 03 -07 February 2014 [Note: You are encouraged to include this lecture summary in your review for Midterm Exam 1. It contains some materials discussed on Tuesday (04 Feb) that are part of the midterm exam coverage.] 04 February 2014 o Excel spreadsheet for Black-Scholes option pricing and calculation of Greeks o Excel spreadsheet on Monte-Carlo simulation 01 February 2014 o Read carefully the Midterm Exam 1 Guidelines from the link above. o Venue of midterm exams: VAC (John Labatt Visual Arts Centre) 100 o Topics to be covered Week of 03- 07 February 2014 o Lecture summary Week of 27 -31 January 2014 31 January 2014 o Solutions with marking scheme to Required Problems of Assignment No. 1 are now available from the link above. 25 January 2014 o Solutions to Assignment No.1 problems not required for submission can now be downloaded from the link above. o Topics to be covered Week of 27- 31 January 2014 o Lecture summary Week of 20 -24 January 2014 23 January 2014 o Assignment No. 1 and the accompanying marking scheme can now be downloaded from the link above. o Lecture summary Week of 13-17 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 o Random Walk simulation in Excel o Portraits of mathematicians and financial economists with pioneering contributions to the study of financial mathematics Source credits: Pictures and other pertinent info are courtesy of Wikipedia. Certain info mentioned in the lecture were taken from the MacTutor
History of Mathematics Archive maintained by the University of URL: http://www-history.mcs.st-and.ac.uk/ 11 January 2014 o Topics to be covered Week of 13-17 January 2014 o Lecture summary Week of 06-10 January 2014 09 January 2014 o PDF copy of the slide presentation on 09 January 2013. 02 January 2014 o A pdf copy of the Course Outline can be downloaded from the above link. |
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