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| Last updated: March 30, 2004 | |||||||
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Homework
assignments and other downloadable material for the course
| Homework assignments | ||||
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Homework #4 (due Monday, April 19): hw4.pdf | |||
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Homework #3 solutions: q1.zip q2.zip q3.zip | |||
| Homework #3 (due Monday, March 15): hw3.pdf | ||||
| Homework
#2 solutions: hw2sol-suzuki-yamada.zip
hw2sol-q2-peng-tao-zhang.zip First solution courtesy Eisuke Suzuki and Yoshio Yamada Second problem 2 solution courtesy Bo Peng, Yu Tao, and Ben Zhang |
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| Homework #2 (due Monday, February 23): hw2.zip | ||||
| Homework
#1 solutions: hw1-sol.zip Problem 1 solution courtesy Zhiyong Chen and Jennifer Lindsay Problem 2 solution courtesy Gustaf Bonde, David Camitta and Kam-Yuen Kwong |
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| Homework
#1 (due Monday, February 9): hw1.pdf The parameter "delta" represents the continuous dividend rate of the stock. You will need to make a slight modification to the algorithm presented in class to account for dividends. |
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| Pre-term homework assignment (due January 26): hw-pretem.pdf | ||||
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