[944] Notes and your first homework

[Gautam Iyer]

Dear All,

I posted your FIRST HOMEWORK, and brief lecture notes on the class
website:

    http://www.math.cmu.edu/~gautam/sj/teaching/2016-17/944-scalc-finance1/

Your first homework is due Monday, Jan 23rd and mainly concerns material
on the foundations of measure theoretic probability. The first two
questions can be solved using the techniques you have learnt in 921, and
are there mainly as a refresher. The third can also, but is a little
more abstract. The last two require measure theoretic concepts. I will
very very briefly review these in class, so it will help if you watch
the self study videos, or read either my notes or the text BEFORE the
first class.

If you have mathematical questions, please either email the anonymous
discusison list:

    mscf-944-discuss at lists.andrew.cmu.edu

or post your question on blackboard (my preference is to use the
discussion list). Please don't send individual math questions by email
to me or the TA.

So far the notes cover what I will do in my first (and possibly the
beginning of the second) lecture. I will update these notes as the
semester progresses.

GI

-- 
Heisenberg got pulled over speeding. The cop said: "do you have any idea
how fast you are going?" Heisenberg answered: "No, but I know exactly
where I am."