Math 586
Computational Finance
University of Illinois at Chicago
Spring 2009
Professor David Nicholls

1219 Science and Engineering Offices (SEO)
(312) 413-1641
nicholls@math.uic.edu
http://www.math.uic.edu/~nicholls/math586_spring09/index.html

Lecture (Douglas Hall, Room 104): MWF 10:00 am - 10:50 am

Office Hours (1219 SEO):

Textbook:

Other References:
 Grading:
 Appoximate Schedule with Homeworks:
WEEK
 SECTIONS
 HW
 PROBLEMS
1
 1
2 		1
1
 1.3, 1.4
2.2, 2.6
2
 M.L.K. Day (Monday)
3
3
1
1

3.4, 3.8, P3.2
3
 4
5
6
 2
2
2
 4.2, 4.4, P4.1
5.1, P5.1
6.4, 6.8 (replace (6.14) with (6.15)), 6.10, P6.1
4
 7
8
8
 2
2
2
 7.2, P7.2

8.3, 8.8, P8.1
5
 WHD
WHD
WHD
 3
3
3
 HW 3 Supplement
6
 9, 10
11
12
 3
3
3
 9.1, 9.4, 10.2, 10.6, P10.1
11.5, P11.1
12.4
7
 13
14
15
 4
4
4
 13.2, P13.2
14.2, P14.1
15.2, 15.4, P15.1
8
 16
class cancelled
class cancelled
 4

 16.2, 16.6, P16.1
9
 17
18
18
 5
5
5
 17.2, 17.6, P17.1

18.3, 18.4, P18.1
10
 19
19
20
 5
5
5
19.1, 19.2, P19.1
20.3, 20.5
11
 20
21
22
 6
6
6
21.2, 21.4, P21.1
22.2
12
 Finite Differences
 6
6
6
 HW 6 Supplement
13
7
7
7
 HW 7
14
7
7
7
15



MATLAB Primer: primer35.pdf
Information Page: PDF