Math 369 Financial Mathematics II
(Applied Mathematics of Corporate Finance)
Fall 2006
Instructor – James G. Bridgeman
grading worksheet including papers and finals
The final exam will be open-book, open-notes, 40% material up to mid-term,
60% material after that.
Cumulative Assignments (thru 12-8)
Study pages 471 to
481 of the text
Study pages 452 to
470 and 481 to 490 of the text.
Study pages 430 to
444 of the text. Start thinking about
how that material connects with our little late Wednesdays binomial model.
Study pages 444 to
448 of the text (mathematics behind 421 to 430). Bring in writing to hand in at class on 11-1
at least one question you don’t understand about this material. (But make sure that your question illustrates
something that you did understand!)
Study pages 413 to
430 of the text. Work out assignments
given in class on Oct. 9 and Oct. 11.
Hand in the Oct. 11 class assignment on Oct. 16.
Hand in: (a) If
exactly three risky investments are available, find the portfolio with the
smallest variance. Discuss the
degenerate cases. (b) If in addition, a
risk-free investment is available, find the optimum portfolio consisting of
just the three risky investments. (c) Find the highest return available on a
portfolio with the same variance as the portfolio in (a). Show all of your work.
Study Sections 2.8
thru 2.11 of the text and Appendices A and B of Chapter 2
Study Sections 2.1
thru 2.7 of the textbook
Study pages 506 thru
509 of the textbook
Study the financial
analysis and planning handout
Do all the Quiz questions at the
end, Practice questions 4, 6, 7, 8, and 10, and Challenge question 1.
Quiz answers are at the back,
Practice and Challenge answers are here
Study Chapter 1 of the textbook