# FM 5001/5002Preparation for Financial Mathematics INSTRUCTOR: SCOT ADAMS Fall 2010 and Spring 2011(homework)

To get the homework assigned in a given class, first point to the class diary website and then scroll down to see which topics were completed in that class. Then come back to this website and look for the homework assignments connected to those topics. Homework connected to topics that were started in a class, but not completed are not assigned in that class; only completed topics count. Homeworks are due at the start of the class following the one in which they are assigned.
Homework for Topic 0021:        ppt slides         pdf slides         (Basics of vector spaces)
Homework for Topic 0022:        ppt slides         pdf slides         (Basics of linear transformations)
Homework for Topic 0023:        ppt slides         pdf slides         (Matrix operations)
Homework for Topic 0024:        ppt slides         pdf slides         (Matrix types)
Homework for Topic 0025:        ppt slides         pdf slides         (Intro to row and col ops)
Homework for Topic 0026:        ppt slides         pdf slides         (Row and col ops and linear algebra)
Homework for Topic 0027:        ppt slides         pdf slides         (Determinants exist)
Homework for Topic 0028:        ppt slides         pdf slides         (Properties of determinants)
Homework for Topic 0029:        ppt slides         pdf slides         (Poly approx, bilinear and quadratic forms)
Homework for Topic 0030:        ppt slides         pdf slides         (Cauchy-Schwarz)
Homework for Topic 0031:        ppt slides         pdf slides         (Rotations, reflections, orthogonal transf)
Homework for Topic 0032:        ppt slides         pdf slides         (Eigenvalues and eigenvectors)
Homework for Topic 0033:        ppt slides         pdf slides         (Diagonalization of matrices)
Homework for Topic 0034:        ppt slides         pdf slides         (The Spectral Theorem)
Homework for Topic 0035:        ppt slides         pdf slides         (Principal component analysis)
Homework for Topic 0036:        ppt slides         pdf slides         (Cayley's Theorem)
Homework for Topic 0037:        ppt slides         pdf slides         (Linear approximation)
Homework for Topic 0038:        ppt slides         pdf slides         (Vector fields and ODEs)
Homework for Topic 0039:        ppt slides         pdf slides         (The multivariable chain rule)
Homework for Topic 0040:        ppt slides         pdf slides         (Lagrange mult, constrained optimization)
Homework for Topic 0041:        ppt slides         pdf slides         (Multivariable change of variables)
Homework for Topic 0042:        ppt slides         pdf slides         (Variations on Stokes' Theorem)
Homework for Topic 0043:        ppt slides         pdf slides         (Planimeters)
Homework for Topic 0044:        ppt slides         pdf slides         (Problems in integration)
Homework for Topic 0045:        ppt slides         pdf slides         (Basics of PCRVs)
Homework for Topic 0046:        ppt slides         pdf slides         (Cholesky decomposition)
Homework for Topic 0047:        ppt slides         pdf slides         (Cond prob, indep and the CLT)
Homework for Topic 0048:        ppt slides         pdf slides         (Bayes' Law)
Homework for Topic 0049:        ppt slides         pdf slides         (Conditional expectation)
Homework for Topic 0050:        ppt slides         pdf slides         (Stirling's Formula)
Homework for Topic 0051:        ppt slides         pdf slides         (From Stirling to the CLT)
Homework for Topic 0052:        ppt slides         pdf slides         (Piecewise constant processes)
Homework for Topic 0053:        ppt slides         pdf slides         (Functional analysis)
Homework for Topic 0054:        ppt slides         pdf slides         (The heat equation)
Homework for Topic 0055:        ppt slides         pdf slides         (One period pricing and hedging)
Homework for Topic 0056:        ppt slides         pdf slides         (Risk-neutrality and Delta-hedging)
Homework for Topic 0057:        ppt slides         pdf slides         (Pricing/hedging in 3 subperiods)
Homework for Topic 0058:        ppt slides         pdf slides         (Pricing/hedging many subperiods, 1)
Homework for Topic 0059:        ppt slides         pdf slides         (Central Limit Theorem)
Homework for Topic 0060:        ppt slides         pdf slides         (Pricing/hedging many subperiods, 2)
Homework for Topic 0061:        ppt slides         pdf slides         (Intro to the Black-Scholes Formula)
Homework for Topic 0062:        ppt slides         pdf slides         (Testing the B-S Formula)
Homework for Topic 0063:        ppt slides         pdf slides         (Prelim to the TCLT and B-S)
Homework for Topic 0064:        ppt slides         pdf slides         (the Triangular CLT)
Homework for Topic 0065:        ppt slides         pdf slides         (1st proof of Black-Scholes)