CALTECH                                                                                                                                                                                                                                                             

SS 214 Mathematical Finance Course Web page: ANNOUNCEMENTS                                                                                        

Announcements                                                                               
Syllabus
Homeworks and Exams
Readings



ANNOUNCEMENTS:

2/13: The due date for Hmwk 4  is postponed to wed.

Problem 2 has confusing text:
Even though the Brownian motions you may get are not unique,
the price is unique, because the distribution of the process
under the risk-neutral measures is unique.
One way to do the problem is to transform to
a single Brownian motion in the dynamics of S_2/S_1.


1/30: Old hmwks can be picked up from Patricia Hamad • path@hss.caltech.edu • (626) 395-3586 • 112 Baxter


1/24: Check out the web page http://bem.maxecon.com/  or http://www.its.caltech.edu/~bem/index.html
for job opportunities.


1/04:  First meeting: Wed January 4, 5:00-6:25PM, Baxter 125