Math 5660(324) Advanced Financial Mathematics 

Spring 2011

Instructor – James G. Bridgeman

instructor's web site

syllabus

There will be no class on Friday April 22! Next class is on Monday April 25.

Your papers must be submitted by Friday April 29, no later than 5PM. No exceptions! They can be submitted by email or by hard copy in my department mailbox or under my office door.

Here is the Final Exam. Here are the Solutions. Here is the grading worksheet. Final grades will be posted to the registrar’s system before May 3.

Cumulative Assignments (most recent on top)

(Final)

Read (no need to master) Chapter 8

Read (no need to master) section 6.6 and chapter 7

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

Tell me in writing what topic you have selected for a term paper

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)