Math 115

Winter 2012

Mathematics of Finance for Mathematics/Economics Students

Instructor: D. Blasius, Professor of Mathematics. Office: MS6145. Email blasius@math.ucla.edu.Office hours: Friday, 2-3:30 and by appointment.

Teaching Assistant: Paul Skoufranis. Office: MS 3965.

Lectures and TA sessions in MS 5117 2:00PM-2:50PM. Lectures are MWF and TA sessions are Tuesdays.

Required Text: Friedberg, Insel, Spence, Linear Algebra(Custom UCLA edition).

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Lectures: Attendance is strongly suggested but not formally required. Students are responsible for the content of lectures. Occasional handouts may be posted online. They will also be sent out via my.ucla email.

Structure of course:

- Homework: This course is paperless and you will need to consult the webpage for homework assignments. There will be 9 assignments. The first 8 are graded. Each is worth 2% of the grade.

-Quiz 1 is on Feb. 1, the Midterm is on February 15, Quiz 2 is on March 7, and the Final Exam is on March 19 at 11:30. No test or quiz score will be dropped and no replacement midterms will be given, i.e. if you can’t take the midterm, the quizzes and the final at the dates and times above, don’t take the course.

-Homework: Usually due Wednesdays in class. Problems will be assigned from the text and any additional problems will be assigned via the course webpage and also sent to you via my.ucla. (Be sure to check your UCLA mail account or put a forward on it to the mail account you use.) Homework is graded by the TA. Solutions to selected problems will be made available online.

-Final Exam is Monday, March 19, 2012, 11:30 AM

-Grading: Homework 16%, Quiz 1 12%, MT 20%, Quiz 2 12% Final 40%. The course will be graded on a curvewith proportions of the various grades similar to those recommended by my.uclato instructors. However, the grades may be slightly higher than thoserecommended by my.ucla since it is rather harsh.