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18.440  Probability & Random Variables

Spring 2011

Instructor: Scott Roger Sheffield

TAs: Yangzhou Hu, Qingnan Li, Jingxiao Lu, Dimiter Valentinov Ostrev, Alex Rossie, Luis Voloch de Carvalho

Lecture:  MWF11  (4-370)        

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Announcements

Late today

Many apologies, but I will be arrive at my office much later than planned today. I hope to be there by about 12:45.

Announced on 18 May 2011  12:16  p.m. by Scott Roger Sheffield

tomorrow

I'll be in my office from 1:00 until 2:00 tomorrow, in addition to the scheduled time on Wednesday (and you can also see Dimiter tomorrow from 12:15 until 1:15).

Announced on 15 May 2011  10:22  p.m. by Scott Roger Sheffield

practice problems

I have posted partial solutions to the practice final exam on the course web page. There are also solutions in the slides for Lectures 37, 38, and 39 to the review problems of the last three lectures. These review problems are similar to those that appeared on the last final exam.

Announced on 15 May 2011  1:09  a.m. by Scott Roger Sheffield

Feedback

Last time I taught this class I decided not to badger people to fill out evaluations. But then very few people did and I actually felt bad about that.

So this time I'd like to ask you to please log on and fill the darn things out:

http://web.mit.edu/subjectevaluation/

There is also a comment form on the course website if you have anything you want to communicate anonymously just to me.

http://math.mit.edu/~sheffield/2011math440.html

For example, if you decide that while studying the slides you'd like to post a little note every time you find a typo or something unclear, this will help me a lot as I try to improve the course next year.

See you soon,

Scott

Announced on 13 May 2011  9:18  p.m. by Scott Roger Sheffield

Final preparation

Final preparation points (some repetitive):

1. Dimiter will hold office hours this week on both Monday and Tuesday from 12:15 to 1:15. I will hold my office hours on Wednesday from 12:00 to 2:00. We've chosen the times to that people with last minute questions can stop by in between their exams.

2. Solutions sets for all homeworks are available at the Stellar site, under the materials tab.

3. Graded homeworks and midterms can be picked up in 2-108.

4. The most important thing to do when studying for this exam is to make sure you thoroughly understand all of the homework problems, as well as all of the concepts, derivations, and problems presented in the lecture slides. The textbook covers essentially the same material and is good to read if you want more explanation than is contained in the slides. (Black-Scholes and martingales can also be reviewed in the assigned Wikipedia articles.)

5. All lecture slides for the course are available at the course web page:
http://math.mit.edu/~sheffield/2011math440.html

Announced on 13 May 2011  8:55  p.m. by Scott Roger Sheffield

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