[944] 46-944 Course info and website.
Gautam Iyer
gi1242+944 at cmu.edu
Tue Jan 15 14:24:48 EST 2019
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!
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