[944] More problems

Gautam Iyer gi1242+944 at cmu.edu
Tue Feb 28 23:56:29 EST 2017


Hi All,

1. I added a few more problems to the end of the notes. I will try and
   go over as many as I can in class tomorrow (Wednesday).

2. Please fill out course evaluations: I value your feedback.

	http://cmu.smartevals.com/

   Thanks to everyone who already completed the evaluations. For those
   who haven't: the steering committee has asked that we give the
   students time IN CLASS to complete these evaluations -- so if you
   haven't completed these before class, I will give you time during
   the review session to complete them.

3. I spoke to Steve about Stochastic Calculus 2: He will start by using
   the Risk Neutral pricing formula to derive the Black Scholes formula.
   I did it a bit fast at the end of Monday, so it will be good to go
   over it in more detail. (I wrote up the complete calculation,
   including the details I didn't have time for in class. It's great
   practice of everything we've learnt so far, so I recommend trying it
   -- or you can look it up if you are curious.)


Best,

Gautam

-- 
In democracy your vote counts. In feudalism your count votes.


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