Math 5660(324) Advanced Financial Mathematics 

Spring 2014

Instructor – James G. Bridgeman

instructor's web site

syllabus

Term Paper is due by 5 PM Monday May 5, in my office (under the door is OK), in my Math Department mailbox, or in my email.

Final Exam --- Final Exam Solutions -- Exam and Paper Grades Course Grades have been posted to the registrar’s system.

Cumulative Assignments (most recent on top)

(Final)

Read Chapter 8 (no need to master it)

Do exercise 7.1

Study sections 7.1-7.4

Do two more out of exercises 6.2, 6.3, 6.4 or 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 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)