This message concerns (1) the ¡­

This message concerns (1) the term paper problem set, (2) the schedule for the rest of the course, (3) problem set errata and solutions, and (4) last Friday's lecture.

(1) The term paper problem set

• I have already had some reactions to a problem; Please send more a.s.a.p., as I will anyway have to write some clarification by this week (before Easter).

• I suggest: A seminar (say Thursday April 16th at 10:15), to sort out further issues in case there are any. Q: Time OK?

(2) The schedule

• I have scheduled a seminar for problems Wednesday 14:15--16 at the Frisch room. (1315 would have been possible with me, but not earlier.) Please e-mail requests.

• Next Friday's lecture is 12:15--14, and at the Frisch room

• As noted above, I suggest a seminar for Thursday April 16th; if there are no issues with the term paper problem set, we can of course cover other issues.

• I also suggest one seminar last week of April. Q: Wednesday?

(3) Problems

• There were a couple of errors in the last problem set; (1.2:) Should have stated an assumption of continuous prices (or used t- instead of t); (1.3.d.ii:) Should have been where A vanishes, not "Z"; (1.4) In (d), it should have been assumed that lambda was 0.

• Therefore, the updated solution note has "re-assigned" 1.4 d and e. The solution to these will follow, say, Tuesday.

• Then I also hope to have produced a solution to the EVT problems.

(4) Last Friday's material

• Since (I) I had to be quite quick, and (II) I deviated a bit from the book(s), and (III) some of you were absent, I will produce a note together with problems (akin to the note from Feb. 13, I suppose), to clarify what could be expected from you.