[944] HW5

Gautam Iyer gi1242+944 at cmu.edu
Tue Feb 12 20:13:43 EST 2019


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.


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