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Course Handouts and Slides
Additional notes and slides will be posted here. As well, there may
be reading assignments from the course notes.
Note: The handouts/slides are supplementary to the course notes. Be sure to buy a copy of the printed course notes. The official course notes will not be posted electronically.
Interesting Introduction : "Bankers, Bonuses and Busts", by Peter Forsyth.
Vol Surface: "S&P 500 index options"
Slides
Lecture: March 4
Lecture: March 9
Lecture: March 11
Lecture: March 23 (Recorded Lecture can be found in Learn under Contents/Course Information)
Lecture: March 25 (Recorded Lecture can be found in Learn under Contents/Course Information)
Lecture: March 30
Readings in the course notes:
- Jan 6 - : "Bankers, Bonuses and Busts", by Peter Forsyth. Notes 1, 2.1-2.4
- Jan 13 - : Notes 1, 2.1-2.4
- Jan 20 - : 2.1-2.6, 5
- Jan 27 - : 2, 4-4.2, 5
- Feb 3 - : 4-4.2,8.1-8.4
- Feb 10 - : 4,8.1-8.4, 9
- Feb 24 - : 2.6-2.7,4.7,14-15
- Mar 2 - : 18, slides
- Mar 9 - : 18, slides
MATLAB
- MATLAB slides
- Sample MATLAB programs:
Arrays.m,
Contents.m,
Documentation.m,
Exercises.m,
Matrices.m,
Numbers.m,
Poly.m,
formatting.m,
memory_demo.m,
my_polyfit.m,
prealloc.m,
sumlog.m,
symbolic.m.
- MATLAB Primer, 3rd edition
- MATLAB Tutorials and Learning Resources (MathWorks)
- MathWorks Academia
- WARNING: There are only a limited number of MATLAB licenses
available in the student environment. Access to a MATLAB license
may be difficult at peak usage times.
- You can access MATLAB on any of CS undergrad machines (labs in the
second and third floor of MC).
- You can login in to the campus network from home; see Using MATLAB from off campus. In order to do so,
you will need to set up a VPN
connection. Note: in order to show MATLAB figures on your
machine, you will also need to set up X forwarding; see
this webpage for information.
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