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21-260 Differential Equations
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Schedule and Homework

For each week there will be a link to a page with a reading assignment and a homework assignment. This schedule is tentative. It will get more accurate as the semester progresses. No week's topics should be taken as final until the homework is linked.

Week #1:
Aug 29 - Sep 2
Assignments 		M: 1.1 One-Period Binomial Model
W: 1.1 One-Period Binomial Model
F: 1.2 Multiperiod Binomial Model
Week #2:
Sep 5 - 9
Assignments 		M: Labor Day. No class.
W: 1.2 Multiperiod Binomial Model
F: 1.2 Multiperiod Binomial Model
Week #3:
Sep 12 - 16
Assignments 		M: 1.2 Multiperiod Binomial Model
W: 1.3 Computational Considerations
F: 2.1 Finite Probability Spaces
Week #4:
Sep 19 - 23
Assignments 		M: 2.2 Random Variables, Distributions and Expectations,
W: 2.3 Comditional Expectations
F: 2.4 Martingales
Week #5:
Sep 26 - 30
Assignments 		M: 2.4 Martingales
W: 2.4 Martingales
F: 2.5 Markov Processes
Week #6:
Oct 3 - 7
Assignments
Exam Review 		M: 2.6.
W: 2.6.
F: Exam #1
Week #7:
Oct 10 - 14
Assignments 		M: 3.1.
W: 3.2.
F: 3.2.
Week #8:
Oct 17 - 21 		M:
W:
F: Mid-Semester Break
Week #9:
Oct 24 - 28
Assignments 		M: 3.3.
W: 3.3.
F: 3.3.
Week #10:
Oct 31 - Nov 4
Assignments 		M: 4.2.
W: 4.2.
F: 4.3.
Week #11:
Nov 7 - 11
Homework 		M: American Options
W: American Options
F: American Options
Week #12:
Nov 14 - 18
Assignments
Exam Review 		M: American Options
W: Exam Review
F: Exam #2
Week #13:
Nov 21 - 25
Homework 		M: Black-Scholes
W: Thanksgiving holiday. No class.
F: Thanksgiving holiday. No class.
Week #14:
Nov 28 - Dec 2
Homework 		M: Black-Scholes
W: Black-Scholes
F: Black-Scholes
Week #15:
Dec 5 - 9
Homework 		M: Black-Scholes
W: Black-Scholes
F: Review
Final Exam
Exam Review 		The Final Exam has not yet been scheduled. It may take place as late as December 19. Please take this into account when making your travel plans.