Topics in Mathematics with Applications in Finance

Assignments

ASSIGNMENTS	DUE IN
Problem Set 1: Linear Algebra (PDF)	Lecture 6
Problem Set 2: Probability Theory and Stochastic Process (PDF)	Lecture 9
Problem Set 3: Regression Analysis (PDF)	Lecture 11
Problem Set 4: Time Series Analysis (PDF)	Lecture 12
Problem Set 5: Volatility Modeling (PDF)	Lecture 15
Problem Set 6: Time Series II and Portfolio Theory (PDF)	Lecture 18
Problem Set 7: Factor Modeling (PDF)	Lecture 20
Problem Set 8: Stochastic Calculus (PDF)	Lecture 22
Problem Set 9: Stochastic Differential Equations (PDF)	Lecture 25