From gi1242+944 at cmu.edu Tue Jan 15 14:24:48 2019 From: gi1242+944 at cmu.edu (Gautam Iyer) Date: Tue, 15 Jan 2019 14:24:48 -0500 Subject: [944] 46-944 Course info and website. Message-ID: <20190115192448.hc7fhwktto47d6mh@andrew.cmu.edu> Hi All, Just a short message saying that you're registered for MSCF 944, and I've signed you up for the class mailing list. All info about the class can be found on the class webstie: http://www.math.cmu.edu/~gautam/sj/teaching/2018-19/944-scalc-finance1 (If you lose this link, it should be there on the front page of Canvas. I will only use Canvas for assigning grades, and collecting assignments. Everything else will be on the website above.) For the first week you might find it helpful to do the following: 1. Look at the videos in the Stochastic Calculus Self Study, Modules 1 through 7. Due to time constraints, we will go through this extremely quickly (at most two lectures), so it might help if you had a bit of outside class reading. 2. Look over chapters 1 and 2 of my typed notes. 3. Look over Steve Shreves stochastic calculus interview preparation questions on Canvas. (I don't have access to this on canvas, but I was told by Steve that you have access to this.) Your first assignment will be online Thursday. It will be due the following Thursday at 2:44:59.999pm (before class starts). The late homework policy is described in detail on the class website (link above), but since I include miliseconds on the due date, it probably isn't favorable to turn in homework late... See you shortly. Best, Gautam -- Q: What kind of ghosts haunt chemistry faculties? A: Methylated Spirits! From gi1242+944 at cmu.edu Tue Jan 15 21:59:32 2019 From: gi1242+944 at cmu.edu (Gautam Iyer) Date: Tue, 15 Jan 2019 21:59:32 -0500 Subject: [944] 944 midterm conflicts, Message-ID: <20190116025932.67clqmp4foz5xl4b@andrew.cmu.edu> Hi Guys, I've been made aware that many of you have a conflict with the midterm due to the Chinese new year. I am trying to see if I can find a way to accommodate you. As of now I have not been able to come up with anything viable, and I have asked the steering committee. If we can come up with something I will let you know as soon as possible. Best, Gautam PS: Please keep in mind that while I am trying to find a solution, it is very very likely that I can not find a way to accommodate you. In that case you will have to cancel your tickets! -- Linux. The choice of a GNU generation. From gi1242+944 at cmu.edu Wed Jan 16 15:19:49 2019 From: gi1242+944 at cmu.edu (Gautam Iyer) Date: Wed, 16 Jan 2019 15:19:49 -0500 Subject: [944] 944 midterm conflicts, In-Reply-To: <20190116025932.67clqmp4foz5xl4b@andrew.cmu.edu> References: <20190116025932.67clqmp4foz5xl4b@andrew.cmu.edu> Message-ID: <20190116201949.db245igrdvbcuzzx@andrew.cmu.edu> Dear All, I spoke to the steering committee about this, and was explicitly and unequivocally told that I should not make an allowance on this account of pre-purchased plane tickets, or interviews. This is explicitly stated in the MSCF policies, and I have been explicitly told to follow this policy in this particular situation. Thus, unfortunately, I can not move the midterm, or offer a makeup. In terms of grading; under the current policy missing a midterm will cost someone who gets an A on the final more than a full letter grade. I will amend the grading policy so that missing (or doing poorly on) the midterm will not cost anyone more than a full letter grade. That is, everyone's grade is computed as the HIGHER of: 1. 10% homework, 30% midterm, 60% final (current policy, missing midterm counts as 0), 2. (10% homework, 90% final) reduced by one full letter grade. I realize this is not the most desirable solution; but this is the most I can offer. Best, Gautam -- Vader: I don't like the idea of you dating a smuggler. Leia: Well, let's ask Mom what she thinks ... oh wait. Vader: THAT'S IT. GO TO YOUR ROOM Leia: My room *was* on Alderaan. From gi1242+944 at cmu.edu Thu Jan 17 18:16:53 2019 From: gi1242+944 at cmu.edu (Gautam Iyer) Date: Thu, 17 Jan 2019 18:16:53 -0500 Subject: [944] Homework 1 Message-ID: <20190117231653.yl4mdqksdjsgpffp@andrew.cmu.edu> Dear All, The first homework is on the class website: http://www.math.cmu.edu/~gautam/sj/teaching/2018-19/944-scalc-finance1/ It is due (electronically) on Canvas. You should scan in your homework and turn it in (as a PDF) on Canvas. Please note that it is very "unforgiving" when it comes to deadlines -- if you start your upload too late, and it finishes after the deadline, it will be marked as late (and consequently penalized appropriately). If you have any questions regarding the homework, post them here: https://capstone.math.cmu.edu/c/2018-944 You need to create an account using a CMU email, but may post anonymously (if you choose) after that. I also posted scans from what I wrote in class online. David will hold your recitation tomorrow; also I will teach from NY on Tuesday next week barring any airport security fiascos. Best, Gautam -- Teacher confiscated a rubber band pistol from his algebra class. It was weapon of math disruption. From gi1242+944 at cmu.edu Mon Jan 21 16:39:15 2019 From: gi1242+944 at cmu.edu (Gautam Iyer) Date: Mon, 21 Jan 2019 16:39:15 -0500 Subject: [944] NY and office hours Message-ID: <20190121213915.cgsrcsdstmezdvqi@andrew.cmu.edu> Hi All, I updated my office hours to avoid the conflict: Tuesdays 10--11 (Pittsburgh only) Tuesdays 12--1 (NY only, on request). Additionally David (your TA) has office hours: Wednesdays 4:30--5:30 (Pittsburgh Only) Wednesdays 2:30--3:30 (NY only, on request) This information should be on the class website now. Tomorrow, I will be in NY. If any Pittsburgh students have questions, I can have online office hours for you at 10:00AM provided you request it by email before 8:00AM tomorrow morning. NY students, I'll be in one of the offices on campus. If you have questions feel free to stop by anytime before class. My return flight is at 7:30, so I will leave immediately after class and hope and pray traffic and TSA are in my favor. Best, Gautam PS: Reminder -- instead of emailing me, please use the class discussion board: https://capstone.math.cmu.edu/c/2018-944 if you have any questions related to the homework / class material. -- ebius signature. This is a moebius signature. This is a mo ... From gi1242+944 at cmu.edu Thu Jan 24 23:43:43 2019 From: gi1242+944 at cmu.edu (Gautam Iyer) Date: Thu, 24 Jan 2019 23:43:43 -0500 Subject: [944] HW2 Message-ID: <20190125044342.ra2osisgyh6uhar7@andrew.cmu.edu> Hi All, Homework 2 is online (as are scanned lecture notes). It is due Thursday next week (one week from today) as usual. I came down with a cold/flu today and unfortunately my head wasn't clear during class. I will look over the class notes once I'm recovered and let you know if I made any mistakes that weren't caught by you during the lecture. GI -- Once you've seen one shopping center, you've seen a mall. From gi1242+944 at cmu.edu Wed Jan 30 12:06:53 2019 From: gi1242+944 at cmu.edu (Gautam Iyer via mscf-944) Date: Wed, 30 Jan 2019 12:06:53 -0500 Subject: [944] Midterm Message-ID: <20190130170653.jvfvnvr6ihew444c@andrew.cmu.edu> Dear All, A quick reminder: Your midterm will be Thu February 7th, in class. It will cover everything up to and including It?'s formula. (I will finish this up in class Thursday and only do examples / review before the midterm). The exam will focus on 1. Conditional expectations 2. Brownian motion 3. Martingales 4. Quadratic variation 5. It?'s formula. It might include questions on other things (e.g. sub/super martingales, measurability, random variables, expectation, independence, etc.), but, with very high probability, it will include at least one question on each of numbered points above. In order for you to have practice, and feedback I am going to do the following: 1. HW 3 will be due early (on Tuesday 2/5, 2:45), and not at the usual time on Thursday. This homework contains lots of It? formula practice, and will help you for the midterm. (I will post solutions to HW3 on Tuesday 2/5 -- and consequently, HW3 will not be accepted late.) 2. I put up a few previous midterms and solutions online. For the older midterms, the course was taught by a different instructor and I put up the only files I have access to. For the last time I taught this course, I put up the midterm and solutions in separate files. I STRONGLY recommend you DO NOT look at the solutions, and try the problems yourself first, and finally compare your answer with the solutions. (Q3(b) on the 2016 midterm covers something we we haven't done, so you can skip that if you can't make sense of it.) 3. We will try and have extra office hours for the above. I will check to see if David is free sometime on Monday for an extra office hour; and I will try and schedule one office hour myself (in the usual room) which is telecast/recorded. In previous years many students underestimated the midterm and ended up doing badly on it. I hope my email is sufficient warning that you won't fall for the same trap. Remember that your midterm is closed book, and you aren't allowed phones, calculators, watches etc. I strongly recommend you practice for your exam accordingly. (As a word of caution: previous years exams are always easier when attempted in the comfort of your own room.) Best, Gautam -- They say hard work never hurt anybody, but why take the chance. From gi1242+944 at cmu.edu Wed Jan 30 23:04:41 2019 From: gi1242+944 at cmu.edu (Gautam Iyer) Date: Wed, 30 Jan 2019 23:04:41 -0500 Subject: [944] Class tomorrow (Thursday 1/31) Message-ID: <20190131040441.225vprofhxlgh5u3@andrew.cmu.edu> Hello All, CMU has officially cancelled class tomorrow (Thursday Jan 31). However, skipping a class now will delay the syllabus and also derail the midterm. So I will be in POS145 and lecture as usual. It will be taped as usual, so if it is too cold and you find it unsafe to come you can watch the video (or watch it live) from home. Best, Gautam -- I'm not a fan of the new pound coin, but then again, I hate all change. From gi1242+944 at cmu.edu Fri Feb 1 15:58:14 2019 From: gi1242+944 at cmu.edu (Gautam Iyer) Date: Fri, 1 Feb 2019 15:58:14 -0500 Subject: [944] Date and Time for Mini 3 Final Exam (fwd) Message-ID: <20190201205814.ebh5lr3ih2bgf7q4@andrew.cmu.edu> Hi Guys, Your final time / room has been fixed (see below). I'll post it on the website shortly. GI ----- Forwarded message from Nakesha Atkeson ----- Date: Fri, 1 Feb 2019 19:59:05 +0000 From: Nakesha Atkeson To: Gautam Iyer , Gautam Iyer CC: Lefterije Paljevic Subject: Date and Time for Mini 3 Final Exam Hi Gautam, Here is the official information for your Mini 3 Final. We will also be sending an email to all of the students. Stochastic Calculus for Finance I - Wednesday, 6th March from 5:30 PM to 8:30 PM in rooms 145 & 146 / Quantbot & NY2. Best wishes, Kesha Nakesha Atkeson Academic Coordinator, NY Masters of Science in Computational Finance, NY | Carnegie Mellon University 55 Broad Street, 5th Floor | New York, NY 10004 | T: 412-268-8446 E: natkeson at andrew.cmu.edu ----- End forwarded message ----- -- It is disconcerting to reflect on the number of students who have flunked in chemistry for not knowing what was later found to be untrue. From gi1242+944 at cmu.edu Sat Feb 2 20:17:01 2019 From: gi1242+944 at cmu.edu (Gautam Iyer) Date: Sat, 2 Feb 2019 20:17:01 -0500 Subject: [944] Office hours next week / etc. Message-ID: <20190203011701.b4avzmocyra33u7y@andrew.cmu.edu> Hi All, In light of the midterm, there are a few changes next week: 1. Homework is due Tuesday (not Thursday). Solutions will post on Tuesday itself, and this homework will not be accepted late. 2. David will have extra office hours on Monday at the following times: Pittsburgh Students: 11:00-12:00 NYC Students: 2:30-3:30 on Canvas 3. After class ends on Tuesday, I will stay in the class room to answer any questions you might have until 5:15. (This will be recorded / telecast.) If you have specific problems you want me to solve, or questions, feel free to ask me and I can answer them at that time. (I will have nothing prepared, so if there are no questions we will end early.) Best, Gautam PS: Solutions to HW2 are now online. -- To know recursion, you must first know recursion. From ronniechen at cmu.edu Wed Feb 6 23:28:28 2019 From: ronniechen at cmu.edu (Xi (Ronnie) Chen) Date: Wed, 6 Feb 2019 23:28:28 -0500 Subject: [944] Assignment 4, Question 2.b Message-ID: Hi Professor, Would you please provide some hints on how to calculate the circled term in the attached screenshot of this email (which is the first expectation on 20190205-l7.pdf page 27)? Thanks! -- Xi (Ronnie) Chen Carnegie Mellon University, Tepper School of Business M.S. Computational Finance Candidate, December 2019 (201) 208-1838 ronniechen at cmu.edu -------------- next part -------------- An HTML attachment was scrubbed... URL: -------------- next part -------------- A non-text attachment was scrubbed... Name: Q2.b.PNG Type: image/png Size: 94384 bytes Desc: not available URL: From gi1242+944 at cmu.edu Thu Feb 7 14:01:01 2019 From: gi1242+944 at cmu.edu (Gautam Iyer) Date: Thu, 7 Feb 2019 14:01:01 -0500 Subject: [944] Midterm In-Reply-To: <20190130170653.jvfvnvr6ihew444c@andrew.cmu.edu> References: <20190130170653.jvfvnvr6ihew444c@andrew.cmu.edu> Message-ID: <20190207190101.yiezw4ll22usqiaf@andrew.cmu.edu> Hi All, Following MSCF requirements, we will have random seating during your midterm in Pittsburgh. 1. I will place numbers on all the seats. 2. When you come into the room, please get a random number card from me. 3. Find the seat that matches it and sit there. Keep the number cards visible so I can collect them and re-use them next year ;) In New York, follow whatever system Diffy tells you to. Good luck and see you shortly. Best, Gautam -- From gi1242+944 at cmu.edu Fri Feb 8 09:20:19 2019 From: gi1242+944 at cmu.edu (Gautam Iyer) Date: Fri, 8 Feb 2019 09:20:19 -0500 Subject: [944] Midterm solutions, homework and reciations Message-ID: <20190208142019.ndan6l7jrd4km4zu@andrew.cmu.edu> Dear All, There will be no homework due Thursday next week. There will also be no recitation yesterday. I have put the midterm and solutions online. Unfortunately there was an problem with the last question that I didn't catch in time. Namely, my intention was to ask you to compute E( M^2 | F_s ) However, on the exam I asked you to compute E( M^4 | F_s ) instead, making the problem much much harder. I suspect this happened because pressing "Control A" in my editor (Vim) increments the nearest number by 1. I was editing the midterm remotely over the weekend, and I do this under "screen". Here pressing "Control A" starts switching windows. Somehow through my "keyboard-fu" I pressed Control A twice in the wrong context resulting in printing M^4 instead. Since the exam was 4 days later, it was enough time for me to forget my original intention, and I didn't catch this mistake when proof reading the exam. As a result, the last problem was much harder than I had intended. To ensure you are graded fairly I will do the following: 1. In the solutions I have outlined how I will assign partial credit on the last question. 2. I envision that the average score under this rubric will still be lower than it would have been with the original question. If it is, I will lower the grade cutoffs so that your letter grade on this exam is not affected. (I will release the approximate grade cutoffs once the exam is graded.) Sorry for any trouble this might have caused. I will ensure that your letter grade is not affected. Best, Gautam PS: I will also update the solutions over the weekend to include common errors that were found while grading. -- Home is where you hang your @ From gi1242+944 at cmu.edu Tue Feb 12 14:20:54 2019 From: gi1242+944 at cmu.edu (Gautam Iyer) Date: Tue, 12 Feb 2019 14:20:54 -0500 Subject: [944] Midterm grades Message-ID: <20190212192054.pqcd6yqssmiujqle@andrew.cmu.edu> Hi All, Your midterm scores should now be accessible to you on canvas. GRADING SCALE: In order to account for the error in the last question, I will do the following. 1. We tabulated your score on questions 1-4 in addition to your total score. 2. Your score will be converted to a grade using the following (approximate) scale scale: Score on questions 1-4: 18/20: Approximately bottom end of A- 15/20: Approximately bottom end of B- 12/20: Approximately bottom end of C- 9/20: Approximately bottom end of D- Score on questions 1-5: 20/25: Approximately bottom end of A- 16/25: Approximately bottom end of B- 13/25: Approximately bottom end of C- 10/25: Approximately bottom end of D- Your midterm grade will be the HIGHER of the above two grades. According to the above (approximate) scale, 55 students got an approximate A- or higher, 25 students got at least an approximate B-, but not an A- 8 students got at least an approximate C-, but not an B- 6 students got at least an approximate D-, but not an C- 5 students got below an approximate D-. VIEWING YOUR MIDTERMS: Pittsburgh students, please go to David during his office hours. NY students, the midterm will be in Diffy's office. You may view them in the respective office (or scan them on your phone). However, following MSCF policy, if you take them out of the office you may not request regrading of any problems. REGRADING POLICY: If you believe a particular question has been graded incorrectly, then you must do so in writing by email, or by leaving a post-it note on the front of the exam indicating which question you want re-graded. Please do NOT include any explanation or message. Your grade will be solely based on our interpretation of what is written on the exam, and not on any explanation you provide outside the exam. We will cover up the original grade, and independently regrade the requested question. The new grade will replace your old grade, EVEN IF IT IS LOWER. I strongly recommend you read and understand the solutions posted online before requesting a regrade, because your grade could become lower. See you in class shortly. Best, Gautam -- I needed a password eight characters long so I picked Snow White and the Seven Dwarves. From gi1242+944 at cmu.edu Tue Feb 12 20:13:43 2019 From: gi1242+944 at cmu.edu (Gautam Iyer) Date: Tue, 12 Feb 2019 20:13:43 -0500 Subject: [944] HW5 Message-ID: <20190213011343.ar3mfc4rl35tjhwj@andrew.cmu.edu> Hi Guys, I put homework 5 online (along with the scanned lecture notes from today). If you are curious how you derive the Black Scholes formula from the Black Scholes PDE we had in class today, it is the last question on the homework. (It helps, but isn't necessary to look at question 2 before hand.) Best, Gautam -- 'Depression' -- Anger without enthusiasm. From ditkin at andrew.cmu.edu Wed Feb 20 14:44:14 2019 From: ditkin at andrew.cmu.edu (David Itkin) Date: Wed, 20 Feb 2019 14:44:14 -0500 Subject: [944] Small typo in HW5 Message-ID: Hi All, There seems to be a small typo on HW5 question 4(b) -- we want to set v(?,z)=e?1?c(t,y) not c(t,x) so that you can use part (a). The way it is written in the assignment, the calculation should still work, but it is more tedious than intended. Best, David -------------- next part -------------- An HTML attachment was scrubbed... URL: From gi1242+944 at cmu.edu Wed Feb 20 19:47:51 2019 From: gi1242+944 at cmu.edu (Gautam Iyer) Date: Wed, 20 Feb 2019 19:47:51 -0500 Subject: [944] Class this week Message-ID: <20190221004750.s25ve6vvcsxkphsj@andrew.cmu.edu> Hi All, I was supposed to be in New York tomorrow and hold office hours there (and get free food). However the airlines had other plans for me. They started me off with a 2 hour delay, kept increasing it, and 8 hours later they cheerfully cancelled it. So class class tomorrow will be in PITTSBURGH. I will see what I can do to connect with the NY students before the final. Unfortunately it looks like I won't be able to travel again because I am due at the National Science Foundation next week, and my wife is away the week after. So I will likely supplement my online office hours with a live QA session right before the final. Also reminder: On Friday this week, I will have a lecture instead of your recitation. Your recitation will take place on Tuesday 2/27 during class, when I am at the National Science Foundation. Best, Gautam -- The man who fell into an upholstery machine is fully recovered. From gi1242+944 at cmu.edu Thu Feb 21 20:21:59 2019 From: gi1242+944 at cmu.edu (Gautam Iyer) Date: Thu, 21 Feb 2019 20:21:59 -0500 Subject: [944] Last HW Message-ID: <20190222012159.u2dwlhvft6k4xqm2@andrew.cmu.edu> Hi Guys, Your last homework is now online. It is due one week from today as usual. (Solutions to the homework due today will post on Saturday, just in case there are late submissions.) Best, Gautam -- I have the heart of a lion and a lifetime ban from the Toronto zoo. From gi1242+944 at cmu.edu Fri Feb 22 22:47:31 2019 From: gi1242+944 at cmu.edu (Gautam Iyer) Date: Fri, 22 Feb 2019 22:47:31 -0500 Subject: [944] Final prep, FCE's and NY office hours Message-ID: <20190223034731.n2jfw3ywdnj3f4vg@andrew.cmu.edu> Dear All, 1. I am now done with all the material in the course. Tuesday 2/26 will be a recitation (to make up for the one I displaced today). Thursday 2/28 will simply be a review where I will mainly solve problems. To help you prepare for the final I have put finals from the last two years online along with their solutions. 2. Please take a minute to fill out course evaluations (FCE's). I value your feedback and would like to hear any suggestions or comments you might have. As an incentive, if over 80% of you complete FCE's by Friday 3/1, then I will release your grades as soon as the final is graded. If not, I will wait until the very end of the grading deadline, which is Wednesday March 13th one week *after* your final. (Currently the response rate is about 30%. I will send you one more reminder next week.) 3. Since my NY flight was cancelled, Professor Steve Shreve will make a trip to NY specifically to hold office hours for the NY students. He will arrive on the NY campus on Saturday March 2 at 2:30PM if his flight is on time. (His flight is Delta 5435 arriving at LGA at 1:38pm, so you can check if he is delayed online.) He will stay as long as there are students, so please make use of this opportunity. (I will send you one more reminder next week.) 4. Pittsburgh students, I will announce pre-final office hours for you shortly. Best, Gautam -- If you are not part of the solution, you are part of the precipitate. From gi1242+944 at cmu.edu Mon Feb 25 15:13:52 2019 From: gi1242+944 at cmu.edu (Gautam Iyer) Date: Mon, 25 Feb 2019 15:13:52 -0500 Subject: [944] Reminder: Recitation tomorrow, no office hours Message-ID: <20190225201352.livwo7lmndhx6ykr@andrew.cmu.edu> Hi All, Reminder: Instead of class tomorrow you will have a recitation. I am at the National Science Foundation in DC until Wednesday, so I will not be able to hold office hours. I will announce pre-final office hours when I am back. Best, Gautam -- She had a boyfriend with a wooden leg, but broke it off. From gi1242+944 at cmu.edu Thu Feb 28 17:38:13 2019 From: gi1242+944 at cmu.edu (Gautam Iyer) Date: Thu, 28 Feb 2019 17:38:13 -0500 Subject: [944] [ACTION REQUIRED BY TOMORROW] Getting your final grades Message-ID: <20190228223813.4gese2jzookxiaqy@andrew.cmu.edu> Hello all, As I mentioned in class, please fill out FCEs. I value your feedback. As an incentive: If 80% of you fill out FCEs by tomorrow (Friday 3/1), then I will release your grades as soon as they are available (most likely 2 days after the final, but maybe 3). If not, I will release them at the very end of the grading period (5:00PM, March 13th). The FCE response rate is currently 52%. So if you are interested in getting your grades early, please fill out FCEs no later than tomorrow (Friday 3/1). The link is here: https://cmu.smartevals.com/ Best, Gautam PS: Final / office hour info coming in another email. -- Why don't aliens eat clowns? Because they taste funny. From gi1242+944 at cmu.edu Thu Feb 28 18:10:02 2019 From: gi1242+944 at cmu.edu (Gautam Iyer) Date: Thu, 28 Feb 2019 18:10:02 -0500 Subject: [944] Office hours, old finals etc. this week Message-ID: <20190228231002.d6xylcked7kju6ye@andrew.cmu.edu> Hi All, 1. I put up another old final and solutions. (That was taught by a different instructor who covered a little more than I did, so you may find a few concepts on that final unfamiliar. Skip those questions) 2. There will be no recitation tomorrow. Instead, I will hold office hours from 2:30PM to 3:30PM for Pittsburgh Students. 3. Steve Shreve is coming to NY specifically to hold office hours for the NY students on Saturday Mar 2. He should be on campus by 2:30 if his flight is on time. He will stay as long as there are students. (His flight is Delta 5435 arriving at LGA at 1:38PM, so you can check the flight status before going to campus.) 4. On Monday Mar 4th, David will hold office hours from 2:30--3:30PM for Pittsburgh students, and 1:30--2:30PM online for NY students. (NY students please email him in advance if you are planning to attend.) 5. On Tuesday Mar 5th, I will try and get the standard lecture room and hold "office hours". (I will have nothing prepared. I will only answer questions or solve problems you ask me.) I have asked about room availability at 2:45PM, and I will let you know if they say yes. 6. Please fill out FCEs, I value your feedback. Link: https://cmu.smartevals.com/ Current response rate is 57%. If it reaches 80% I will release your grades as soon as the final is graded (about 2 days after the final). If not, I will release them at the very end of the grading period (March 13th, 5:00PM). Best, Gautam PS: Those of you from NY who asked the question at the end: I think the confusion might have been that I asked you to compute the conditional MGF of (M(t), N(t)) given F_s. I should instead have asked you to compute the conditional MGF of (M(t) - M(s), N(t) - N(s)) given F_s. (This is what I did before your midterm.) I made a note on the scanned lecture notes about this. -- 'MCSE' -- Minesweeper Consultant & Solitaire Expert From gi1242+944 at cmu.edu Fri Mar 1 13:43:19 2019 From: gi1242+944 at cmu.edu (Gautam Iyer) Date: Fri, 1 Mar 2019 13:43:19 -0500 Subject: [944] LAST FCE REMINDER (action still needed, by TODAY!!) In-Reply-To: <20190228223813.4gese2jzookxiaqy@andrew.cmu.edu> References: <20190228223813.4gese2jzookxiaqy@andrew.cmu.edu> Message-ID: <20190301184319.bml4vv2qx4jynnzz@andrew.cmu.edu> Hello all, Last reminder message about FCE's. (I promise you won't receive any more reminders from me.) 1. Please fill out FCEs. I value your feedback. Here's the link: https://cmu.smartevals.com/ 2. Incentive: If there is an 80% response rate BY TODAY, I will release your final grades as soon as they are available (about 2 or 3 days after the final). If not, I will release them at the very end of the grading period (5:00PM, March 13th, one whole week after your final). 3. Current response rate: Pittsburgh: 78%, New York, 53%. If one more student from Pittsburgh completes FCEs today, you will have met the 80% target and Pittsburgh students will get their grades early. New York students -- about 13 more of you need to complete FCEs BY TODAY in order for you to get your grades early. 4. Remember my offer expires TODAY (not the end of the FCE period). So please take a minute to complete FCEs today. Here's the link again: https://cmu.smartevals.com/ Best, Gautam -- TEN REASONS WHY HELL IS BETTER THAN GRAD SCHOOL: 9. Everyone has heard of Hell. From gi1242+944 at cmu.edu Mon Mar 4 21:28:36 2019 From: gi1242+944 at cmu.edu (Gautam Iyer) Date: Mon, 4 Mar 2019 21:28:36 -0500 Subject: [944] Office hours, old finals etc. this week In-Reply-To: <20190228231002.d6xylcked7kju6ye@andrew.cmu.edu> References: <20190228231002.d6xylcked7kju6ye@andrew.cmu.edu> Message-ID: <20190305022836.fthrqfeaqob2si5f@andrew.cmu.edu> On Thu, Feb 28, 2019 at 06:10:02PM -0500, Gautam Iyer wrote: > 5. On Tuesday Mar 5th, I will try and get the standard lecture room > and hold "office hours". (I will have nothing prepared. I will only > answer questions or solve problems you ask me.) I have asked about > room availability at 2:45PM, and I will let you know if they say > yes. Hello All, I got the room at 1:00PM tomorrow (NOT 2:45 as previously announced). I will be there at 1:00 to answer any questions you might have. It should be recorded / telecast. I have nothing prepared, and will only answer questions. I also usually fail at making up questions on the spot -- most of them have either a trivial or impossible solution. So if you want me to talk about X it would help to bring a question about X we can discuss. Best, Gautam -- Windows 3.1 - The best $89 solitaire game you can buy. From gi1242+944 at cmu.edu Wed Mar 6 13:54:24 2019 From: gi1242+944 at cmu.edu (Gautam Iyer) Date: Wed, 6 Mar 2019 13:54:24 -0500 Subject: [944] Final room / time Message-ID: <20190306185424.2aoyoqse5diro52z@andrew.cmu.edu> Hi All, A final reminder that your final is today at 5:30pm -- 8:30pm. (For Pittsburgh students it's in POS 145/146.) Best, Gautam -- Why didn't the lion win the race? Because he was racing a cheetah. From gi1242+944 at cmu.edu Sat Mar 9 12:22:18 2019 From: gi1242+944 at cmu.edu (Gautam Iyer) Date: Sat, 9 Mar 2019 12:22:18 -0500 Subject: [944] Final grades Message-ID: <20190309172217.jqejfsxqdg3xxisq@andrew.cmu.edu> Hi All, Your final is graded and the overall performance was very good. Pittsburgh students, you should be be able to access your letter grade on the registrar's website (not Canvas). NY students -- I'd like to thank everyone who filled out FCEs. I value your feedback. Unfortunately, however, since this was significantly lower than the 80% participation rate I requested, I will release your grades at the very end of the grading period. I will, however, email anyone who is eligible to take the makeup final (Pittsburgh and NY alike) with more information by the end of today. Your final and solutions are online now. Your score on the final will be on canvas shortly for Pittsburgh students, and at the end of the grading period for NY students. Approximate grading scale on the final: 60/80: Approximately bottom end of A- 40/80: Approximately bottom end of B- 30/80: Approximately bottom end of C- 20/80: Approximately bottom end of D (passing) VIEWING YOUR FINALS: Pittsburgh students: They will be with David in his office. He will announce viewing hours when he returns from Spring break. NY students, it will be in Diffy's office (after the end of the grading period). You may view them in the respective office, or scan them on your phone. However, following MSCF policy, if you take them out of the office you may not request regrading of any problems. REGRADING POLICY: If you believe a particular question has been graded incorrectly, then you must do so in writing by email, or by leaving a post-it note on the front of the exam indicating which question you want re-graded. Please do NOT include any explanation or message. Your grade will be solely based on our interpretation of what is written on the exam, and not on any explanation you provide outside the exam. We will cover up the original grade, and independently regrade the requested question. The new grade will replace your old grade, EVEN IF IT IS LOWER. I strongly recommend you read and understand the solutions posted online before requesting a regrade, because your grade could become lower. Overall, I hope you enjoyed this Mini as much as I enjoyed interacting with you, and I wish you success in your future careers. Of course, this isn't entirely a selfless wish -- since one of you will almost certainly be working for a back that manages my retirement someday... :) Best, Gautam -- I needed a password eight characters long so I picked Snow White and the Seven Dwarves. From gi1242+944 at cmu.edu Sun Mar 10 00:00:08 2019 From: gi1242+944 at cmu.edu (Gautam Iyer) Date: Sun, 10 Mar 2019 00:00:08 -0500 Subject: [944] Final grades In-Reply-To: <20190309172217.jqejfsxqdg3xxisq@andrew.cmu.edu> References: <20190309172217.jqejfsxqdg3xxisq@andrew.cmu.edu> Message-ID: <20190310050007.xk2tecziz4lwetlt@andrew.cmu.edu> On Sat, Mar 09, 2019 at 12:22:17PM -0500, Gautam Iyer wrote: > Your final and solutions are online now. Your score on the final will > be on canvas shortly for Pittsburgh students, and at the end of the > grading period for NY students. Hi All, Canvas and me are not friends. I was unable to do the above using Canvas. Instead, you can check your final score and overall grade on the class website. (Click the "your grades" link below the homework solutions.) NY students: Until the grading deadline (evening of March 13), it will hide your sore on the final and only show you whether you overall got higher than a B- or not. (I have also emailed anyone who got lower than a B- with details regarding the makeup final.) Best, Gautam -- 'Experience' -- A comb life gives you after you lose your hair. From gi1242+944 at cmu.edu Mon Mar 18 08:59:36 2019 From: gi1242+944 at cmu.edu (Gautam Iyer) Date: Mon, 18 Mar 2019 08:59:36 -0400 Subject: [944] Final grades In-Reply-To: <20190309172217.jqejfsxqdg3xxisq@andrew.cmu.edu> References: <20190309172217.jqejfsxqdg3xxisq@andrew.cmu.edu> Message-ID: <20190318125936.tkylnhyiphwt4bor@andrew.cmu.edu> Hi all Pittsburgh students, Your finals will be available today 10:30--12:30 in Davids office, and again Monday March 25th from 10:30--12:30 in Davids office. Here's the info about viewing finals / regrading from my previous message: > VIEWING YOUR FINALS: > > Pittsburgh students: They will be with David in his office. He will > announce viewing hours when he returns from Spring break. NY students, > it will be in Diffy's office (after the end of the grading period). > You may view them in the respective office, or scan them on your > phone. However, following MSCF policy, if you take them out of the > office you may not request regrading of any problems. > > REGRADING POLICY: > > If you believe a particular question has been graded incorrectly, then > you may request for it to be regraded. you must do so in writing by > email, or by leaving a post-it note on the front of the exam > indicating which question you want re-graded. Please do NOT include > any explanation or message. Your grade will be solely based on our > interpretation of what is written on the exam, and not on any > explanation you provide outside the exam. Best, Gautam -- 'Shin' -- A device for finding furniture in the dark.