Chapter 6 British literature Time Allocation: 4 Focal points early British literature concerned with Christianity, characteristics of the 19th century literature . Introduction

Fault Aware Systems: Model-based Programming and Diagnosis Brian C. Williams 16.412J/6.834J March 8th, 2004 courtesy of JPL Four launches in 7 months MERS CSAIL

Covers materials in lectures from 10/15 through 11/26 Does not include Lab Lectures A formula sheet will be provided (if needed) Lecture on Monday, Dec. 8th Lab tour of Analog Devices MEMS Facility We will leave from the classroom at 2: 35PM SHARP

Why Interest rate Derivatives are Much more difficult to value Than Stock Options We are dealing with the whole term structure of interest rates; not a single variable The probabilistic behavior of an individual interest rate is more complicated than that of a stock price Options, Futures, and Other Derivatives, 5th edition C 2002 by John C. Hull

Problem Set 1 Prof. Gene Chang Due on Dec.5 5th in the class,orta' 's office(经院220室) Late turn-in may result in a penalty in the grade 1. The consumption set is={x X E}. Suppose the utility function representing the preference

Categorization of Stochastic Processes Discrete time; discrete variable Discrete time; continuous variable Continuous time; discrete variable Continuous time; continuous variable Options, Futures, and Other Derivatives,5 th edition2002 by John.hull

Types of Rates Treasury rates LIBOR rates Repo rates Options, Futures, and Other Derivatives, 5th edition@ 2002 by John C. Hull

The nature of derivatives a derivative is an instrument whose value depends on the values of other more basic underlying variables Options, Futures, and Other Derivatives, 5th edition C 2002 by John C. Hull

equipment, and to Dr. G. E. R. Deacon and the a residue on each chain every 3.4 A. in the z-direc- captain and officers of R. R.S. Discovery II for their tion. We have assumed an angle of 36between part in making the observations. at residues in the same chain, so th he 1Young, F. B., Gerrard, H., and Jevons,., Phil Mag., 40, 149 structu on each chain, that

(I)Halliday d, Resnick r, Krane K Physics 5th ed. John Wiley Sons, 2002 (2)Ford K w. Classical and Modern Physics. Xerox College publishing, 1972 (3)Alonso M, Finn E J. Fundamental