FM 5001/5002 Preparation for Financial Mathematics
INSTRUCTOR: SCOT ADAMS
Fall 2010 and Spring 2011
(homework)
To get the homework assigned in a given class, first
point to the
class diary website
and then scroll down
to see which topics were completed in that class. Then come back to
this website
and look for the homework assignments connected to those topics.
Homework connected to topics that were started in a class, but not completed
are not assigned in that class;
only completed topics count. Homeworks are due at
the start of the class following the one in which they are assigned.
Homework for Topic 0021:
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(Basics of vector spaces)
Homework for Topic 0022:
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(Basics of linear transformations)
Homework for Topic 0023:
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(Matrix operations)
Homework for Topic 0024:
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(Matrix types)
Homework for Topic 0025:
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(Intro to row and col ops)
Homework for Topic 0026:
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(Row and col ops and linear algebra)
Homework for Topic 0027:
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(Determinants exist)
Homework for Topic 0028:
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(Properties of determinants)
Homework for Topic 0029:
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(Poly approx, bilinear and quadratic forms)
Homework for Topic 0030:
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(Cauchy-Schwarz)
Homework for Topic 0031:
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(Rotations, reflections, orthogonal transf)
Homework for Topic 0032:
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(Eigenvalues and eigenvectors)
Homework for Topic 0033:
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(Diagonalization of matrices)
Homework for Topic 0034:
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(The Spectral Theorem)
Homework for Topic 0035:
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(Principal component analysis)
Homework for Topic 0036:
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(Cayley's Theorem)
Homework for Topic 0037:
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(Linear approximation)
Homework for Topic 0038:
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(Vector fields and ODEs)
Homework for Topic 0039:
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(The multivariable chain rule)
Homework for Topic 0040:
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(Lagrange mult, constrained optimization)
Homework for Topic 0041:
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(Multivariable change of variables)
Homework for Topic 0042:
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(Variations on Stokes' Theorem)
Homework for Topic 0043:
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(Planimeters)
Homework for Topic 0044:
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(Problems in integration)
Homework for Topic 0045:
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(Basics of PCRVs)
Homework for Topic 0046:
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(Cholesky decomposition)
Homework for Topic 0047:
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(Cond prob, indep and the CLT)
Homework for Topic 0048:
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(Bayes' Law)
Homework for Topic 0049:
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(Conditional expectation)
Homework for Topic 0050:
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(Stirling's Formula)
Homework for Topic 0051:
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(From Stirling to the CLT)
Homework for Topic 0052:
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(Piecewise constant processes)
Homework for Topic 0053:
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(Functional analysis)
Homework for Topic 0054:
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(The heat equation)
Homework for Topic 0055:
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(One period pricing and hedging)
Homework for Topic 0056:
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(Risk-neutrality and Delta-hedging)
Homework for Topic 0057:
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(Pricing/hedging in 3 subperiods)
Homework for Topic 0058:
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(Pricing/hedging many subperiods, 1)
Homework for Topic 0059:
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(Central Limit Theorem)
Homework for Topic 0060:
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(Pricing/hedging many subperiods, 2)
Homework for Topic 0061:
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(Intro to the Black-Scholes Formula)
Homework for Topic 0062:
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(Testing the B-S Formula)
Homework for Topic 0063:
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(Prelim to the TCLT and B-S)
Homework for Topic 0064:
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(the Triangular CLT)
Homework for Topic 0065:
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(1st proof of Black-Scholes)