UMConnect was upgraded on March 14, and the links to the session recordings were severed. I became aware of this on Thursday. This morning I was able to restore the links. Let me know if you have any trouble accessing them.

I will be holding a review session next Sunday, May 9th, over UMConnect starting at 7 PM. The final is scheduled for 5:30 PM on Wed, May 12th in Physics 170.

The Fall semester final for FM5031 will be held at 5:30 PM on Friday, December 18 in ~~the usual classroom~~ **Physics 131**. More information will be available next Wednesday.

I mentioned at the lecture yesterday that for our purposes you can ignore interest rates in the estimation of the market price of risk.

For the last question, since X1/X2 is singular when the conditioning event is {X2=0}, rather than plotting the conditional expectation of X1/X2, plot the two curves given by the conditional expectation of (X1, X2).

For the third question on the fall assignment, you can assume that all of the variances are one.

I am very sorry that I missed office hours yesterday. If you would like to discuss anything or have any questions, please send me a note or leave a comment.

please drop an introductory note in my dropbox if you have not already done so.

Welcome to the first module of FM5031. I will use this blog to communicate with you about sessions, assignments, and updates to class materials. Please check here often, or consider subscribing to the RSS feed.