MATH 194: INTRODUCTION TO THE MATHEMATICS OF FINANCE (WINTER 2000)

HOMEWORK ASSIGNMENTS TO DATE
Homework is due at the beginning of section on the dates indicated.
Numbered exercises are from the text by S. Pliska, third printing, 1999.

HOMEWORK 1: Due January 25, 2000.
Exercises 1.3(b), 1.7(b), 1.8, 1.9, 1.10

HOMEWORK 2: Due February 1, 2000
Exercises 1.12, 1.13

HOMEWORK 3: due February 8, 2000
Exercises 1.14, 1.15

HOMEWORK 4: due February 15, 2000
Exercises 2.1(a), 2.1(b), 2.2

HOMEWORK 5: due February 22, 2000
Exercise 2.4(a).

HOMEWORK 6: due February 29, 2000
Homework on sheet given out in class.

HOMEWORK 7: due March 7, 2000
Exercise 3.9, 3.10 (find M only -- no need to find P intersection W perp)

HOMEWORK 8: due March 14, 2000
Exercise 4.1 (a), (b), (c), 4.2, 4.5

MIDTERM, February 16, 2000
The midterm will cover the material in Sections 1.1 through 1.5 and the related homework and lectures. Students should bring a blue book, calculator, pens and pencils, their I.D., and may bring one 8.5x11" sheet of paper with writing on one side to the exam. The midterm will be held in Warren Lecture Hall 2204.

FINAL EXAM
Students may take the final exam on Wednesday, March 22, 1-4 pm in Center Hall room 205. Any student who cannot, or does not wish to, take the final exam at that time must take it at the regularly scheduled time of Saturday, March 25, 3-6pm, in Warren Lecture Hall 2204. (If you plan to take the exam on March 25 instead of March 22, you must tell this to Professor Williams (williams@math.ucsd.edu) before March 21.)

The final exam will be an overall test of the course and will cover material treated in lectures, in associated sections of the text, and in homework. Please bring a blue book (or two), calculator, pens and pencils, and your I.D. to the exam. You may also bring one 8.5x11" sheet of paper with writing on both sides to the exam.

Final exams and grades may be picked up from Professor Williams on April 3-4 or April 10-14. Students may also obtain their grades through studentlink. Please note that to protect student privacy, grade information cannot be given out by email or over the phone, only in person.

PROFESSOR WILLIAMS' OFFICE HOURS FOR FINALS WEEK
Monday, March 20, 3-5 p.m., Tuesday, March 21, 5-6 p.m., Thursday, March 23, 2.30-3.30 p.m.
Office: AP&M 6121.