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MATH 2281 3.00MW (Winter 2011)
Announcements and documents will be posted here as they
- The following is a stem and leaf plot of the
final scores, on which your grades are based. I raised them a bit.
- Anyone wishing to look over their exam should make an appointment to see me
over the summer. The following is a stem and leaf plot of the
- I've posted some practice problems on Delta hedging, and implied volatility, with solutions. There is also a second set of practice problems, similar
to those on the midterms.
- The course meets MWF 1:30-2:20
- The textbook will be Derivatives Markets by McDonald.
The bookstore has copies.
This book is also a reference for the Society of Actuaries examinations dealing with financial mathematics.
Documents and links
You should be reading ahead in the text. On the lecture notes page (linked to above), I've tried to keep a list of topics that looks at least a week ahead of
the lectures, so that people know what to read.