Math 5660(324) Advanced Financial Mathematics

 

Spring 2010

Instructor – James G. Bridgeman

instructor's web site

 Syllabus

 

Final Exam Solutions

 

Grading Worksheet     Final grades have been posted to the registrar’s system.

 

Cumulative Assignments (most recent on top)

(Final)

Read (not required to master) chapter 7

Do exercise 6.10 and at least one more out of 6.2, 6.3, 6.4 or 6.6

Study Section 6.6

Do exercise 6.1 and 6.9, and pick at least one of 6.2, 6.3, 6.4 or 6.6 and do that one (do more if you like, they are all interesting).

Study sections 6.1 thru 6.5 (See also Bass notes pages 70-78, 93-103)

Do exercises 5.8, 5.11-5.13

Study sections 5.4-5.7

Do exercises 5.1 through 5.5

Study sections 5.1-5.3 (see also Bass notes 64-69 and 79-92)

Do exercises 4.2-4.3 and 4.5-4.17

Study sections 4.4-4.6 and 4.8 (also see Bass notes pages 60-64)

Do exercise 4.1

Study sections 4.1-4.3 (also see Bass notes pages 49-59)

Do exercises 3.6-3.8

Study sections 3.5-3.8 

Do exercises 3.1-3.5; see errata for misprint in 3.4; don’t be intimidated by 3.5, it’s just a calculation

Study sections 3.1-3.4 (see also Bass notes pp.38-48)

Do exercises 2.1, 2.2, 2.4-2.8, 2.10-2.11

Study chapter 2 (see also Bass notes pp, 10-23)

Do exercises 1.2 and 1.4 - 1.14

Study chapter 1 (also see Bass notes pp. 1-9, 24-28)