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I have posted the last assignment.

Let's continue to use the conference line and UMConnect for office hours on Wednesdays. I will join in at 5:30 PM.

- conference line
- 218-339-3600
- access code
- 1051589#
- web meeting
- https://umconnect.umn.edu/r42787267/

I have posted the solution that I presented. I will post the Mathematica code later this week and write up the derivation of the pure discount call valuation under the affine model.

We have our regular EE/CS 2-260 from 5:00 to 8:20 PM on the Sundays March 8, 22, 29, and April 5.

If you would like to participate in office hours this week, I have arranged a conference line and a web meeting for us which I will join at 5:30 PM.

- conference line
- 218-339-3600
- access code
- 1051589#
- web meeting
- https://umconnect.umn.edu/r42787267/

The assigment asks you to work with a bond with a continuous coupon. Formally, this means that 'tau = t'. Interest is paid in each moment 'dt' at a rate which you will determine. If you prefer to work instead with a discrete coupon payment schedule such as daily or quarterly or semi-annually, this is fine; but please be clear about your intention.

You should **not** assume that this is a zero-coupon bond.