[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:

    https://www.math.cmu.edu/~gautam/sj/teaching/2021-22/944-scalc-finance1/

(If you lose this link, just Google me, and there's a link from my web
page.) I will not use Canvas.

For the first week please look at the videos in the Stochastic Calculus
Self Study, Modules 1 through 7. Due to time constraints, we will not go
over this in too much detail in class, and I will expect some
familiarity with probability. Watching these videos will help.

Lecture notes: I've posted lecture notes online from the last time I
taught this course (2019). Unfortunately since then there were a few
changes made to the MSCF curriculum. Thus the beginning of the course
will be a bit different from the lecture notes. In a few weeks I will
catch up and then follow the lecture notes; though I might not get
through all the material.

In lieu of updating the lecture notes, I will post slides from my
lectures. These slides are a bit different from the standard
power-points that are usually used for presentations. They typically
contain a few lines of text, and *statements* of problems, not solutions
or justification. I will write on the slides by hand during class, and
post both the annotated slides and the un-annotated slides.

See you Thursday,

Best,

Gautam

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