Back to Tom Salisbury's Home Page

MATH 6910 3.0MW (Winter 2007)
Stochastic Calculus in Finance


Announcements and assignments will be posted here as they become available.

Documents

Announcements

Projects

Groups gave 20" class presentations, and submited reports to me (roughly 10-15 pages). The report was due by the end of April. Presentations were held 7-10pm on April 10 (in our regular classroom), and 2-4pm on April 12 (in TEL 0015). A data projector and an overhead projector were available, but you needed to bring your own laptops. The schedule for the presentations was:

Topics

On January 9 On January 16 On January 23 On January 30 On Feb 6 There was no class on Feb 13 (York reading week) or Feb 20 (Schulich reading week).

On Feb 27

On March 6 On March 13 we had the midterm test. Afterwards On March 20 On March 27 On April 3 On April 10 and 12 there were project presentations. The exam was on April 17.