CS522: Annoucements Archive

• [05/17/05] The final exam starts at 9:00 am tomorrow, Wednesday, May 18, 2005, in Phillips 307. The scheduled length of the exam is 150 minutes. As announced previously, the exam is "closed books, closed notes." You can bring with you a non-programmable calculator and a single formula sheet written on both sides.
• [05/12/05] There will be a review session from 6 to 7 pm, and one from 7 to 8 pm on Monday, May 16. Both sessions will be in 205 Thurston Hall. You are encouraged to come.
• [04/25/05] The final exam will be held on Wednesday, May 18, 2005, in room Phillips 307, starting at 9 am. The length of the exam is 150 minutes. The exam is comprehensive; all material presented in class, printed in the lecture notes or homework-related handouts, or assigned as homework, can be tested on the exam. A review session will be scheduled before the exam, probably on Monday, May 16, or Tuesday, May 17. Precise details will be announced later, approximately a week before the final.. A number of sample problems that you can use for exam preparation will be posted approximately a week before the exam.
• [2005/04/07] Due to intermittent access problems, the text of the homework might not be reachable in the restricted area of this web site. You can find it here.
• [2005/04/06] Due to typos, the homework writeup was not unambiguous w.r.t. the dates when you need to capture data. The two days are Thursday, April 7, and Friday, April 8 for Yahoo, and March 15 for Bloomberg. Keep in mind that you can not get the data from Yahoo retroactively if you do not capture it in time.
• [2005/04/06] An updated version of the homework is now available.
• [2005/04/05] Some ideas about writing your reports for subsequent assignments.
• [2005/04/02] Do not forget to read the homework hints and watch the movie illustrating one possible order of node evaluations in recombining lattices.
• [2005/03/29] Reminder: There is an in-class test today.
• [2005/03/28] We have made available the numerical solution to problem 8 of the sample midterm problems.
• [2005/03/28] If you did not come to the review session tonight, you can still ask one of your colleagues for their notes. Handouts with code showing the implementation of the Svensson model and the general setup procedure for the left-hand-side and right-hand-side of the system of equations for smoothest forward rate curves have been made available during the meeting. These are also posted on the course web site.
• [2005/03/27] Radu's office hours from 3pm on Monday the 28th are rescheduled to 6-8 pm on the  same day.
• [2005/03/25] We made available a set of sample midterm problems. Take a look!
• [2005/03/25] Bring a calculator with you. It must not be programmable, and it must have no specialized financial functions.
• [2005/03/23] You can bring one "cheat sheet" to the exam; it can contain formulas, but no text.
• [2005/03/18] There will be a test during regular class time on March 29. All material discussed in class or made available on the course web site (including tips, FAQs, etc) as of March 19, 2005, can be tested. This includes the handout for the last lecture in its entirety, and also the handout on "Data Issues in Computtional Finance."
• [2005/03/18] Certain materials on the course web site have been updated. Make sure you are using the latest versions. If you notice a typo, please let us know.
• [2005/03/18] Tibor will conduct a review discussion at 5 pm on Monday, March 28, in 205 Thurston. No new material will be presented. The session will go on, within reasonable limits, as long as there are questions.
• [2005/03/18] We posted an AVI movie illustrating one possible order of evaluation for the notes of a recombining lattice. Take a look - you will have to do something similar. The program generating the output captured in the movie has 32 lines.
• [2005/03/18] The material discussed during Tibor's supplementary open office hours on Thursday, March 17, is now available. Check it out to learn how to draw the lattice and to get an introduction to handle graphics.
• [2005/03/04] We have made available a document summarizing the frequently asked questions and some tips on homework 2. Take a look!
• [2005/03/02] Tibor will offer "open office hours" in 205 Thurston on Thursday, March 3, from 5 pm on.
• [2005/03/01] There will be a Matlab session focused on matrices and vectorization. B7 Upson, Tuesday from 7pm.
• [2005/02/24] Reminder: Tibor will have an "open office hour" tonight, starting at 6 pm in 205 Thurston. The meeting will run as long as there are questions asked. There will be no regular office hours today.
• [2005/02/24] Radu will offer consulting and hands-on help on Tuesday evening. We anticipate having the meeting in B7 Upson Hall, starting at 7 pm. Radu will make a follow-up announcement as soon as the reservation is confirmed.
• [2005/02/17] Reminder: Tibor will offer supplementary "open office hours" today, 02/17, in 205 Thurston, starting at 6:30 pm.
• [2005/02/11] We are offering another introductory level Matlab session, Monday from 6PM to 7:30PM, in B7 Upson Hall. The focus is on debugging tools and graph plots, and it's geared towards students with little or no Matlab experience.
• [2005/02/10] We have split up the trading data separately per day; the resulting files are available through the "Course Materials" link below.
• [2005/02/09] You can now download Treasury trading data and the associated documentation! Follow the link given in the "Course Materials" section.
• [2005/02/02] Please check that you can log on to CMS. If you do not succeed until 6 pm on Wednesday, February 2, please send email to Radu and describe the problems you experience. Please include your Cornell net id in your message, just in case we do not yet have it.