Teaching

Brief description Introduction to no-arbitrage pricing and binomial models.

Homework and syllabus.

Office Hours: Tue 1:30-3:30 and F 2:20--3:20 (or by appt.)
My office is in McAllister, room 235 ( Contact)

Campus Map 2007-2008 (2.8 MB) or Campus Map 2007-2008  (4.13 MB)

Extra help is available if you need to stay at home due to sickness. This includes make up quizes and extension deadlines for homeworks and projects.

GENERAL INFORMATION: At PSU, the typical length of finals is 110 min and the typical length of midterms is 75 min. Unless mentioned otherwise, the exams held outside the regular course hours will have this length.

REQUIRED GENERAL ACADEMIC HONESTY STATEMENT: All Penn State policies regarding ethics and honorable behavior apply to this course (see links below for policy statements). Academic integrity is the pursuit of scholarly activity free from fraud and deception and is an educational objective of this institution. All University policies regarding academic integrity apply to this course. Academic dishonesty includes, but is not limited to, cheating, plagiarizing, fabricating of information or citations, facilitating acts of academic dishonesty by others, having unauthorized possession of examinations, submitting work of another person or work previously used without informing the instructor, or tampering with the academic work of other students. For any material or ideas obtained from other sources, such as the text or things you see on the web, in the library, etc., a source reference must be given. Direct quotes from any source must be identified as such. All exam answers must be your own, and you must not provide any assistance to other students during exams. Any instances of academic dishonesty WILL be pursued under the University and Eberly College of Science regulations concerning academic integrity.

REQUIRED GENERAL STATEMENT ABOUT STUDENTS WITH SPECIAL NEEDS: Penn State welcomes students with disabilities into the University's educational programs. If you have a disability-related need for reasonable academic adjustments in this course, contact the Office for Disability Services (ODS) at 814-863-1807 (V/TTY). For further information regarding ODS, please visit the Office for Disability Services Web site at http://equity.psu.edu/ods/ . In order to receive consideration for course accommodations, you must contact ODS and provide documentation (see the documentation guidelines at http://equity.psu.edu/ods/guidelines/documentation-guidelines ). If the documentation supports the need for academic adjustments, ODS will provide a letter identifying appropriate academic adjustments. Please share this letter and discuss the adjustments with your instructor as early in the course as possible. You must contact ODS and request academic adjustment letters at the beginning of each semester.