IE 201 Financial Engineering, Fall 2008

• (8/27) There will be no quiz session on Friday 8/29.
• (9/10) The 2pm quiz section is cancelled. Students who are registered in this section have been reassigned to other sections by the TA. If you are registered in the 2pm section and have not been reassigned to a different section, please contact the TA.
• (9/16) The course schedule has been updated. Please see the revised schedule for the updated dates of quizzes, homeworks and midterms. In particular, Midterm 1 will be held on Wednesday, October 1st in class.
• (9/22) Midterm 1 will be given in class on Wednesday October 1st, 3-3:50pm. Closed-book except for 1 one-sided, handwritten formula sheet. Calculators are allowed. Topics: Chapters 1-3.

• (8/29) Homework 1 (due on Friday 9/5): problems 1.11, 1.15, 1.17, 1.21, 1.23, 1.26, 1.29 and 1.36 from the textbook.
  Homework 1 Solution


• (9/3) Homework 2 (due on Friday 9/12): problems 1.39, 1.42, 2.2, 2.6, 2.12 from the textbook. Chapter 1 Extended exercise on pages 45-46 of the textbook, questions 1, 2, 3 and 4. When using a spreadsheet to answer some of these questions, write down the formula as you entered it in the formula bar of the spreadsheet and give the numerical answer.
  Homework 2 Solution


• (9/10) Homework 3 (due on Friday 9/19): problems 2.26, 2.68, 2.69, 2.71, 2.72, 2.74, 2.78 and 2.80 from the textbook.
  Homework 3 Solution


• (9/17) Homework 4 (due on Friday 9/26): problems 2.32, 2.41, 2.44, 2.51, 2.53, 2.56, 2.63 and 2.66 from the textbook.
  Homework 4 Solution


• (10/1) Homework 5 (due on Friday 10/10): problems 3.2, 3.15, 3.18, 3.26, 3.38, 3.47, 3.48, 4.6, 4.9 and 4.11 from the textbook.
  Homework 5 Solution


• (9/17) Homework 6 (due on Friday 10/17): problems 4.24, 4.27, 4.32, 4.39, 4.66, 4.68, 4.71 and 4.75 from the textbook.