[944] Final + end course notes

Gautam Iyer gi1242+944 at cmu.edu
Thu Dec 2 16:21:18 EST 2021


Hi All,

1. In recitation tomorrow, Shukun will re-derive the Black Scholes
   formula from the risk neutral pricing formula. (This was the last
   theorem I didn't have time to prove.) He'll also do some other
   examples of multi-dimensional Itô, + risk neutral pricing / etc.

2. Please fill out faculty course evaluations, I value your feedback.
   Two incentives:
   
	1. If 75% of you fill out course evaluations, I will release
	   your grades as soon as they are available. If not, I will
	   only release them at the very end of the grading period.

	2. The steering committee has asked that we allot time *DURING
	   CLASS* for you to fill out course evaluations; If the
	   response rate is less than 75% by Tuesday, I will allot time
	   DURING THE REVIEW SESSION for you to fill out FCEs.

    Here's the link to the FCE site:

       https://cmu.smartevals.com

3. Tuesday next week will only be a review. Previous years finals and
   solutions are online. I'll put up a few review problems, and I'll go
   over as many as I have time for. I will stay until 12:30 after class
   Tuesday if anyone still has questions/stamina.

We will hold the same office hours on Monday next week.

Best,

Gautam

-- 
'Experience' -- A comb life gives you after you lose your hair.


More information about the mscf-944 mailing list