[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.
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