| Week 9: | (last week; due in my mailbox by noon at Dec 16) Read Chapter 9. If you have the time then browse Chapter 10 [topics], but that is not necessary for solving the problems of this assignment. Chapter 9 Problems: 9.5, 9.7, 9.14. |
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| Week 8: | (Thanksgiving) Lecture notes on stochastic integration; we will need the material of Chapters 1 and 2. |
| Week 7: | (Due Mon Nov 22, in lecture)
Read Chapter 8, and also Chapter 9, sections 1 and 2. Chapter 9 Problems: 9.1, 9.2, 9.4. Chapter 8 Problems: 8.18, 8.20 [see also 8.22], 8.28. |
| Week 6: | (Due Wed Nov 3, in lecture)
Read Chapter 8 (sections 1-4) Chapter 8 Problems: 8.2, 8.3, 8.5, 8.8, 8.9, 8.11. |
| Week 5: | (Due Wed Oct 27, in lecture) Read Chapter 7 (sections 1-5)
and skim through Chapter 8 (section 1) Chapter 7 Problems: 7.2, 7.3, 7.4, 7.11, 7.19, 7.21. |
| Week 4: | (Due Wed Oct 6) Read Chapters 5 and 6 Chapter 5 Problems: 5.13, 5.15, 5.18 Chapter 6 Problems: 6.10, 6.13, 6.15, 6.29, 6.33 |
| Week 3: | (Due Fri Sep 24) Read Chapters 3 and 4 Chapter 3 Problems: 3.2, 3.3, 3.10 Chapter 4 Problems:4.1, 4.6, 4.9, 4.19, 4.30 |
| Week 2: | No lectures |
| Week 1: | (Due Wed Sep 1) Read Chapters 1 and 2 Chapter 1 Problems: 1.13, 1.16, 1.28 Chapter 2 Problems: 2.10, 2.11 |