Math 497 – Mathematics of Finance
(Note: Any given future sections are listed according to a projected schedule, which may be subject to change.)
Day |
Section |
Homework |
Jan 8 |
Class cancelled |
Due to weather-related
campus closure |
10 |
1.1-1.4 |
Exercises 1.1-1.4 |
15 |
No class |
Martin Luther King Jr. Day |
17 |
1.3-1.5, 1.8 |
Exercises 1.5, S1.5(A,B)
|
22 |
1.6, 1.8 2.1.1-2.1.2 |
Exercises S1.6(A),
1.12-1.14 Exercises 2.1-2.12 |
24 |
2.1.3-2.1.5 |
Exercises 2.13-2.27 |
29 |
2.2.1-2.2.2 |
Exercises 2.28-2.34 |
31 |
2.2.3 3.1-3.2.1 |
Exercises 3.1-3.7 |
Feb 5 |
3.2.2 |
Exercises 3.8-3.9, S3.2.2(A) |
7 |
Class cancelled |
Due to weather-related campus closure |
12 |
3.3.1-3.3.3 |
Exercises 3.10 |
14 |
3.3.2-3.3.4 |
Exercises 3.11-3.15, S3.3(A-E) |
19 |
3.4 |
Exercises 3.16-3.17 |
21 |
Exam 1 |
|
26 |
4.1 |
Exercises 4.1-4.4, 4.6 |
28 |
4.2 |
Exercises 4.8, S4.2(A-B) |
4-8 |
Spring Break – no classes |
|
12 |
5.1-5.2 |
Exercises 5.1-5.6, 5.8, 5.9 |
14 |
5.3 |
Exercises 5.10-5.13 |
19 |
5.5, 6.1 |
|
21 |
Class cancelled |
Due to weather-related campus closure |
26 |
6.2.1-6.2.2 |
Exercises 6.1-6.4 |
28 |
6.2.3-6.2.5, 6.3 |
Exercise 6.5-6.6, 6.7(using Binomial Trees),
6.9-6.11 |
Apr 2 |
6.2.6, 6.4 |
Exercise 6.7, 6.8 |
4 |
6.5 |
Exercise 6.13-14 |
9 |
Exam 2 |
|
11 |
8.1-8.2 |
In-class Exercises, Exercises 8.1 |
16 |
8.4.3, 8.5.1 |
Exercise 8.2, 8.6, 8.8 |
18 |
8.5 |
Exercises 8.9-8.13 |
23 |
Supp
11.2,Supp 11.3 |
Exercises 11.1-11.4, 11.8, 11.11, 11.13, 11.15,
11.20, 11.22, 11.23(a-d) (use Excel) |
25 |
Supp
11.3 |
|
Apr 30 – May
4 |
Final Exam (TBA) |