[944] 46-944 Course info and website.

[Gautam Iyer]

Hi All,

Looking forward to seeing you in class tomorrow. This is an introductory
message with some course and logistical information. If you're getting
this message you're registered for the class, and I've signed you up for
the mailing list.

All info about the class can be found on the class webstie:

https://www.math.cmu.edu/~gautam/sj/teaching/2022-23/944-scalc-finance1/

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

Things to review before class:

    1. First week: Review your basic fundamentals in probability, and
       look over lecture notes and my slides on the class website. I
       won't go through the basic notions of independence etc., and will
       expect you have familiarity with this material.

    2. Second 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 when I taught this
course in (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 will 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 standard "power point"
ones used for presentations. My slides 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 fill in the details.
I believe it is important that we do these calculations in real time in
order to thoroughly understand the material. I will post both the
annotated slides and the un-annotated slides online. If you're taking
notes, you can grab the slides from the most recent lecture before hand
to save you some time.

(Also, if you want to peak ahead, my annotated slides from the time I
taught this course in 2021 are on last years website, which is linked
from this years website.)

Attendance: The steering committee has requested attendance be recorded
and made a part of your grade. Accordingly, attendance will count as 5%
of your overall grade, and will be computed as follows:

    * To account for interviews and other special circumstances, you may
      miss up to 3 lectures without penalty.
    * Missing more than 3 lectures will decrease the attendance portion
      of your grade proportionally.
    * I will only consider making exceptions to this policy for
      unexpected severe emergencies that require your absence for more
      than 12 days.

Midterm: There will be a closed book in class midterm on Tuesday
November 15th. Please mark your calendar.

Homework: The first homework will post sometime tomorrow on the class
website. Your homework should be submitted on Gradescope.

Discussion board: If you have any math questions, please use the class
discussion board. We will monitor it daily. (Please do not email me math
questions, but post them on the discussion board instead.)

See you in class tomorrow.

Best,

Gautam

-- 
Practice safe eating; always use condiments.