FM 5091/5092 Computation, Algorithms, and Coding in Finance

University of Minnesota | Financial Mathematics

NOTE | Submit all homework to fm5091.homework@gmail.com

contact information: Chris Prouty

chris.prouty@gmail.com or prouty@math.umn.edu

TA contact information:

Brian Skjerven and Wujun Zhang

What's New


1/22/2012
  • Added 5092_1 to the "PowerPoint Lectures" section.
1/1/2012
  • All grades are finished and submitted.  Students should be able to see them on OneStop soon.
  • Final exam statistics are as follows:
    Mean: 81.025%
    StDev: 9.92%
    High: 99
    Low: 56
  • Below are posted two charts: a pie chart showing the proportion of different letter grades, and a bar chart showing the distribution.

12/14/2011
  • Added 5091_14 class recording and download link to the "Recorded Lectures" section.
12/4/2011
  • Added full 5091_12 lecture to the "PowerPoint Lectures" section.
  • Added 5091_12 class recording and download link to the "Recorded Lectures" section.
  • Added various project percentage weights in the "Syllabus" section.
  • Tomorrow's class will feature a trading game, pitting teams against each other to trade options to earn the largest P&L.
11/24/2011
  • Added full 5091_11 lecture to the "PowerPoint Lectures" section.
  • Added 5091_11 class recording and download link to the "Recorded Lectures" section.
11/20/2011
  • Added 5091_11 lecture to the "PowerPoint Lectures" section.
  • It has come to my attention that Gmail no longer accepts any compressed executable file and virtually all homework projects were rejected this Sunday.  To accommodate this problem, please follow Brian's email instructions to submit your homework.  The due date has been pushed back to Wednesday, November 23rd.
11/16/2011
  • Added full 5091_10 lecture to the "PowerPoint Lectures" section.  I added slides to this PDF clarifying some of the details of using the "protected" access modifier and calling the constructor of a base class.
  • Added 5091_10 class recording and download link to the "Recorded Lectures" section.
11/13/2011
  • Added 5091_10 lecture to the "PowerPoint Lectures" section.
11/10/2011
  • Added full 5091_9 lecture to the "PowerPoint Lectures" section.
  • Added 5091_9 class recording and download link to the "Recorded Lectures" section.
11/6/2011
  • Added 5091_9 lecture to the "PowerPoint Lectures" section.
11/2/2011
  • Added full 5091_8 lecture to the "PowerPoint Lectures" section.
  • Added 5091_8 class recording and download link to the "Recorded Lectures" section.
10/30/2011
  • Added 5091_8 lecture to the "PowerPoint Lectures" section.
10/27/2011
  • Added full 5091_7 lecture to the "PowerPoint Lectures" section.
  • Added 5091_7 class recording and download link to the "Recorded Lectures" section.
10/23/2011
  • Added 5091_7 lecture to the "PowerPoint Lectures" section.
  • Added ycdata.csv and energysector.csv to the "Useful Documents" section.
10/18/2011
  • Added full 5091_6 lecture to the "PowerPoint Lectures" section.
  • Added 5091_6 class recording and download link to the "Recorded Lectures" section.
10/16/2011
  • Added 5091_6 lecture to the "PowerPoint Lectures" section.
10/11/2011
  • Added full 5091_5 lecture to the "PowerPoint Lectures" section.
  • Added 5091_5 class recording and download link to the "Recorded Lectures" section.
10/9/2011
  • Updated 5091_4 lecture with fixed theta formula.
  • Added 5091_5 lecture to the "PowerPoint Lectures" section.
  • Added interactive Black-Scholes plot MATLAB program to the "Useful Document" section under file name bsmodel.zip.
  • Added a gateway to lecture recordings in an effort to understand who's watching them.
10/4/2011
  • Added full 5091_4 lecture to the "PowerPoint Lectures" section.
  • Added 5091_4 class recording and download link to the "Recorded Lectures" section.
10/2/2011
  • Added 5091_4 lecture to the "PowerPoint Lectures" section.
9/27/2011
  • Added full 5091_3 lecture to the "PowerPoint Lectures" section.
  • Added 5091_3 class recording and download link to the "Recorded Lectures" section.
  • Apologies - it seems that the recording process again malfunctioned this week, resulting in the recording being split into two pieces.  Also the sound recording seems dodgy.  There will be a tech on site next week to try to fix our recording problems.
9/26/2011
  • Added 5091_2 class recording and download link to the "Recorded Lectures" section.
9/20/2011
  • Added full 5091_2 lecture to the "PowerPoint Lectures" section.
  • Added TA contact information at the top of home page.
  • The Media Mill recording processor is suffering from technical problems.  Hopefully the class recording will be posted in the next 48 hours.
9/18/2011
  • Added 5091_2 lecture to the "PowerPoint Lectures" section.
9/13/2011
  • Added full 5091_1 lecture to the "PowerPoint Lectures" section.
  • Added 5091_1 class recording and download link to the "Recorded Lectures" section.
9/11/2011
  • Added 5091_1 lecture to the "PowerPoint Lectures" section.
9/5/2011
  • Moved last year's news to the "Old News" section.
  • Removed links to last year's slides.
  • Removed links to last year's recorded lectures.

Old News

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