Course information for Stat 390/FinMath 345

Course information for Stat 390/FinMath 345

  • The Financial Mathematics' course page
  • Link to Fin Math's multimedia page
  • TA's:
  • If you have questions for the TAs, please send mail to: stat390@galton.uchicago.edu
  • TA office hours: Tuesdays 5:30-6:30 pm in Eck 131, except exam week, when office hours are Tuesday 1:00-3:00.
  • Review session: Fridays 4-5pm in Eckhart 203 (not in week 1)
  • Per Mykland's office hour will vary, usually on Monday, in Eckhart 128. Week 1: Monday 10/3, 1 pm, Week 2: Monday 10/10, 1 pm, Week 3: Monday 10/17, 1 pm (cancelled). The Week 4 office hour is also cancelled. Week 5: Monday 10/31, 1 pm. Week 6: Monday 11/7, 1 pm. Week 7: canceled. Week 8: Monday 11/21, 1 pm. Week 9: Monday 11/28, 1 pm. Week 10: Monday 12/5, 1 pm.
  • Midterm: Wed Nov 9, Final: Wed Dec 7 (6-9 pm). Room: Kent 107
  • Extended office hours before the midterm: TA office hour on Tuesday is two hours: 5:30-7:30 pm in Eck 131. As usual Per has office hour Monday 1-2 in Eck 128.
  • Extended office hours before the final: TA office hour on Tuesday is two hours: 1-3 pm in Eck 131. As usual Per has office hour Monday 1-2 in Eck 128.
  • Class is each Wednesday 6-9 pm, except 10/19 and 11/23 (the day before Thanksgiving). There will be class on Friday 11/4 and 11/18, also 6-9 pm.
  • The following rules apply to HW: you are welcome and encouraged to cooperate, or to work in a group. However: HW has to be turned in separately for each person, and an effort should be made to make HWs for people in the same group as different as possible. One way to do this is to discuss the problems, but not compose a joint solution. All members of a group need to declare their group on each HW. Collaboration with undeclared other students may constitute a breach of academic rules, and is a serious matter.
  • The following rules apply to midterm/final: you are allowed one ``cheat sheet'' (8 1/2 x 11 inches, one sided, hand written, not reproduced by copy machine or electronically). For the final, the cheat sheet can be two sided. Otherwise, the exam is closed book. You are not allowed (and will not need) any calculator. Midterm syllabus: Lectures 1-5, HW 1-5, Chapters 1-4 in Shreve I. You will not be asked to do any coding in R or Splus. Final syllabus: click here
  • If basic probability becomes a problem:.

  • For fun: Bookies In Exile from the New York Times (Thanks, Dale!)