[944] 46-944 Course info and website.

[Gautam Iyer]

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/2019-20/944-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.)

Two important dates:

    1. Midterm: Feb 6th (in class)
    2. Final: March 4th (time TBA).

SCHEDULE CHANGE: Please note that there has been a change in schedule.
Class will now meet from 3:00pm--4:30pm on Tuesdays and Thursdays.

For the first week you might find it helpful to do the following:

    1. Brush up on probability: 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
       lectures. (If you don't have the notes they are on the class
       website under "Scanned lecture notes")
       
Your first assignment will be online Thursday. It will be due the
following Thursday at 2:59:59.999pm (before class starts). The late
homework policy is described in detail on the class website (link
above).

See you tomorrow.

Best,

Gautam

PS: Remember there has been a schedule change, and that class will now
    now from 3:00pm--4:30pm on Tuesdays and Thursdays.


-- 
Q: What kind of ghosts haunt chemistry faculties?
A: Methylated Spirits!