21-378 Mathematics of Fixed Income Markets

Home	Course Information	Blog	Schedule	Policies

Assignments: Week #6

Reading:

Monday: Tuckman: Chapter 4. Wednesday: Tuckman: Chapter 5. Friday: Tuckman: Chapter 5.

Exercises:

Wednesday: Week #6 Homework. You will need to use these spot rates for the first problem. You may find this hint helpful in completing problem #2.

Homework assignments may be turned in before or after class on the due day.

Please make sure your homework includes the following:

1. Your name (on every page if you ignore #4.),
2. Your class section,
3. The names of those students with whom you have collaborated,
4. a staple.