Math 5660(324) Advanced Financial Mathematics

Spring 2009

Instructor – James G. Bridgeman

Here is the final exam. It is due back to me by 5 PM on Friday May 8 (my faculty mailbox, under my office door, or electronically).

Papers are due by 5 PM on Monday May 4 (my faculty mailbox, under my office door, or electronically).

Grading Worksheet. Course grades are posted on the peoplesoft system.

**Cumulative
Assignments** (final)(most recent on top)

Read (not required to master) chapter 11

Read (not required to master) chapter 7

Do exercise 6.10

Study Section 6.6

Do exercise 6.1 and 6.9, and pick at least one of 6.2, 6.3, 6.4 or 6.6 and do that one (do more if you like, they are all interesting).

Study sections 6.1 thru 6.5 (See also Bass notes pages 70-78, 93-103)

Do exercises 5.8, 5.11-5.13

Study sections 5.4-5.7

Do exercises 5.1 through 5.5

Study sections 5.1-5.3 (see also Bass notes 64-69 and 79-92)

Do exercises 4.2-4.3 and 4.5-4.17

Study sections 4.4-4.6 and 4.8 (also see Bass notes pages 60-64)

Do exercise 4.1

Study sections 4.1-4.3 (also see Bass notes pages 49-59)

Do exercises 3.6-3.8

Study sections 3.5-3.8

Do exercises 3.1-3.5; see errata for misprint in 3.4; don’t be intimidated by 3.5, it’s just a calculation

Study sections 3.1-3.4 (see also Bass notes pp.38-48)

Do exercises 2.1, 2.2, 2.4-2.8, 2.10-2.11

Study chapter 2 (see also Bass notes pp, 10-23)

Do exercises 1.2 and 1.4 - 1.14

Study chapter 1 (also see Bass notes pp. 1-9, 24-28)