[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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