MA514

MA 514: Financial Mathematics
Fall 2018, University of South Carolina
Course website: http://www.math.sc.edu/~xfyang/Teaching/MA514_Fall_2018.html

Instructor: Xiaofeng Yang

Lecture time: TTH 2:50PM-4:05AM at Gambrell 205
Office: Leconte 317c
Office Hours: TTH 1:00Pm-2:15pm,or by appointment

Phone: 777-3776

E-mail: xfyang@math.sc.edu

Textbook:

Sheldon M. Ross, An Elementary Introduction to Mathematical
Finance, Third Edition, Cambridge University Press.

Assignment Sheet
- Homework 1 : Chapter1， 1， 2， 3， 4， 6， 8， 10， 11， 12， 13， 14， 15， 16， 17， 18 due Sep. 6 [Answers]
- Homework 2: Chapter 2, 1， 2， 3， 4， 6， 7， 8， 9， 10 . Chapter 3， 1， 2， 3， 4. Due Sep 20. [Answers]
- Exam 1 date is on Oct, 4th (the building of Math deparment will be closed on Monday and Tuesday due to food) , it will cover chapter 1, 2, 3
- Homework 3: Chapter4， 1， 2， 3， 4， 5， 6， 7， 8， 9， 10， 11， 12， 13， 14， 15， 16， 17， 18， 19， 20， 21 ， due Oct. 25.[Questions][Answers]
- Homework 4: Chapter5， 1--- 6, 7---16, Due Nov 13. [Questions][Answers]
- Chapter 6, 6.1, 6.2, 6.3, 6.4,6.5,6.6,6.7,6.8 [Questions][Answers]
- Test 2 will be Nov 20.
- [Answers For chapter 7]
- Final Exam schedule: Dec. 11, Tuesday - 4:00 p.m.

Course Syllabus
Your weekly activities include:
- Homework questions are regularly assigned by chapters on the course website, please check this webpage regularly;
- Homework are encouged to do independently, but allowed to discuss within the study groups (2-3 students will from one study group initially);
- Homework will be collected by chapters and I will pick 2-3 poblems to grade;
- No quizs
- Remember: There are bonus points given by the attendance (See the Bonus points belows)

Tenative Exam dates:

Test One: Oct , 2018
Test Two: Nov，2018

Final Exam schedule: Dec. 11, Tuesday - 4:00 p.m.
(The dates might be changed up to progress.)

Note: The exams are "closed book" – no books, no notes, no calculators, no labtop comptuer or equivalent technology, etc. There are no early exams. A make-up exam is only possible for written legitimate documented reasons of illness, family emergency, or participation in a University sponsered event. You must take your exams with the lecture for which you are registered.

How is your final course grade determined?

Test One: 25%

Test Two: 25%

Final exam: 40%

Homework: 10%

[90,100] A, [86, 89] B+, [80, 85] B, [76, 79] C+, [70, 75] C, [66, 69] D+, [60, 65] D, [0, 59] F.

NOTICE

If you have any questions/confusions about the grading mistakes about the quiz/midterms, feel free to ask the instructor and the instructor is very happy to discuss with you.

Attendance: Attendance at every class meeting is important - and expected. Students missing more than 10% of the class meetings (4 days) can have their grade lowered.

Bonus Credits: If your attendence is more than 80%, you will get 3 bonus points for final grade; 60%-80%, 2 bonus points; 30%-60%, 0 bonus points; less than 30%, -2 bonus points.

Academic Dishonesty: Cheating and plagiarism in any form is not tolerated. If a student is caught cheating, I will follow the guidelines as set forth in the USC Honor Code and other University guidelines.

Additional Information:

Math tutoring center
Bulletin of Undergraduate Studies
Notice from math department
- The Math Tutoring Center in LeConte 105 will be open from 10am to 4pm Monday through Thursday beginning Tuesday, January 17th.The ACE Centers will offer free math tutoring Monday through Thursday beginning Tuesday, January 17th. Columbia Hall and Bates House will be open from 7pm until 9pm. Note that these times are different than in previous semesters. The ACE Center in Sims Hall will still be open from 6pm until 9pm.