Math 495 -- Fall 2006

Assignment | Due Date | Problems |
---|---|---|

1 | 9/14 | 1--12Hand in 1, 4, 6Selected solutions to problems 1-12 |

2 | 9/26 | 13-15 22-25 Hand in problems 12,14,15,22,23,25Solutions to 14,15, 21-25 |

3 | 9/28 | 16-21, 26-30. 31,43 Hand in 19(text, p.29, problem 4), 21 (text, p. 38, problem
2), 27,28 (problems 3 and 4 on page 36), 43Solutions to this assignment |

4 | 10/03 | 32-38Hand in 32, 33, 37 Solutions to this assignment |

5 | 10/17 | 39-42,44Hand in 41, 42, 44 These problems will help you prepare for the test! Solutions and/or hints |

6 | 10/26 | 45-48Hand in 45, 47, 48 Solutions to 45-49 |

7 | 11/2 | Do in this order: 53, 50, 54, 55,
56, 57, 51, 52. Note that 51 and 52 are mostly done in the notes to lecture 15. You should follow along and fill in the details. The file for problems 50-52 is 495problems6.pdf The file for problems 53-57 is 495problem7.pdf Hand in 53, 50, 54, 55, 57 Solutions to problems 50-57 |

8 | 11/9 or 11/14 |
58-70Hand in 62, 64, 65, 68Solutions, 58-70 |

9 | 11/21 | Text: page 90, problem 1.
Find the parameter values per month and per day. Text: problems page 92, problems 1(a), (b); 2(a),(b) Text: page 98, problems 2, 3, 4; Text: page 103, problems 3, 5, 6 Hand in page 92,1; page 98, 4; page 103, 5.Solutions You can search online for a Black-Scholes price calculator. A better option for learning the formula is to calculate prices using a normal distribution calculator. You can find one on-line at http://rockem.stat.sc.edu/prototype/calculators/index.php3?dist=Normal |

10 | 12/7 |
78-8678, 79, 81, 82, 83, 84
Extra credit 86 or 87. Solutions |

10 | 12/12 |
87-98Hand in 92, 95, 97 Solutions |