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15.438  Fixed Income

Spring 2012

Instructor: Deborah J Lucas

TA: Eung Jun Lee

Lecture:  TTh 10:00-11:30  (E62-262)        

Information: 

Office Hours

Brandon Lee,Wednesdays 3-4 pm, E62-680

Deborah Lucas, Tuesdays 2-3 pm, E62-640

Announcements

Answers to the Final are Posted

Dear Fixed Income Students,

The answers to the final exam are posted in the general information section.
Mean = 77.5 out of 90.
Standard deviation = 9.3.

If you are around and would like to pick up your exam let me know, I will have them available in my office on Friday. Grades will be submitted within the next few days.

Thank you all for a very enjoyable semester!

Best wishes,

Debbie

Announced on 23 May 2012  7:22  p.m. by Deborah J Lucas

Final Exam Tomorrow 5/22

1:30 p.m. - 4:00 p.m.   Final Exam E62-276/262

We will meet in 262. If there is not enough room to spread out we'll also use 276.

Announced on 21 May 2012  2:19  p.m. by Deborah J Lucas

Info on Final Exam and Practice Final

The practice final and the answers to it are posted below in the Recitation section. Brandon will go over the answers in the recitation session this Friday, May 18 at 1:00 p.m. - 2:30 p.m.  Recitation session Room is E51-376.

The directions for the practice final are the same as for the real one. Here is an excerpt to help you prepare for the final this coming Tuesday:

Exam time is 2.5 hours. The exam is open notes and open book. You can use a financial calculator and/or spreadsheet and the spreadsheet functions that are equivalent to those on the calculator (e.g., Excel, and the function IRR, etc.). You can also use the convexity calculator and other programs distributed in class. Of course, use of the internet or any other technology to communicate with other students during the exam is prohibited.



Announced on 16 May 2012  7:03  p.m. by Deborah J Lucas

Notes for class tonight on continuous time now posted

They're under Topic 6 (part 2).

Announced on 09 May 2012  4:49  p.m. by Deborah J Lucas

Extra class on continuous time models, May 9, 6-7:30

The date time that suited the most people is May 9, 6 to 7:30 in room E51-057. Hope to see you there.

Announced on 06 May 2012  9:46  p.m. by Deborah J Lucas

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