Math 5660(324) Advanced Financial Mathematics 

Spring 2015

Instructor Ė James G. Bridgeman

instructor's web site

syllabus

 

Bass Notes

 

Informal Outline

 

FINAL EXAM††† SOLUTIONSExam and Paper grades, course grades on Registrarís website,

Cumulative Assignments (most recent on top)

(Final)

Read Chapter 8 for background (no need to master it)

Review the informal outline again

Do exercise 7.1

Study sections 7.1-7.4

Do two more out of exercises 6.2, 6.3, 6.4 or 6.6

Do exercise 6.1 and 6.9, and pick at least one of 6.2, 6.3, 6.4 or 6.6 and do that one (do more if you like, they are all interesting).

Study sections 6.1 thru 6.5 (See also Bass notes pages 70-78, 93-103)

Do exercises 5.8, 5.11-5.13

Study sections 5.4-5.7

As you read chapter 5 it could be a good time to look again at the informal outline above.

Be sure to tell me in writing by 3-23 what the topic will be for your paper or project

Do exercises 5.1 through 5.5

Study sections 5.1-5.3 (see also Bass notes 64-69 and 79-92)

Do exercises 4.2-4.3 and 4.5-4.17

Study sections 4.4-4.6 and 4.8 (also see Bass notes pages 60-64)

Do exercise 4.1

Study sections 4.1-4.3 (also see Bass notes pages 49-59)

Bring to class on 2-25 any questions about exercises or study assignments up to now

Do exercises 3.6-3.8

Study sections 3.5-3.8 

Do exercises 3.1-3.5; see errata for misprint in 3.4; donít be intimidated by 3.5, itís just a calculation

Study sections 3.1-3.4 (see also Bass notes pp.38-48)

Do exercises 2.1, 2.2, 2.4-2.8, 2.10-2.11

Study chapter 2 (see also Bass notes pp, 10-23)

Read the Informal Outline (handed out in class; download above)

Do exercises 1.2 and 1.4 - 1.14

Study chapter 1 (also see Bass notes pp. 1-9, 24-28)