12/1/04.
The final exam is on Tuesday 12/14 from 8:30 to 10:20 in Savery 216.
The exam will have a format like the midterm exam. It will be a closed
book exam but I will allow one page (double sided) of notes. The exam is
comprehensive but will focus on the material after the midterm. See
the review page for some previous final exams with solutions. The final
project is due on Friday 12/17 at 5 pm (in my mailbox or in my office). I
will put the last update for the project on the project page today.
11/16/04.
For those needing the solver, here is the zipped folder:
solver.zip. Unzip the folder and put it in
the directory C:\Program Files\Microsoft Office\OFFICE11\Library. This
version is known to work for Office XP.
10/27/04.
The midterm exam will be on Monday November 8.
10/14/04.
Here
is material for a short course covering Splus with applications in
finance. This was put together for graduate students interested in the
computational finance graduate certificate.
9/29/04.
The link for David Smith's S-PLUS notes was broken. I fixed the link on
the class home page.
9/17/04. I
will be out of town for the first class. Bingchen Yan,
a graduate student in economics, will introduce the
course. The first full lecture will be on Monday 10/4/2004.
9/15/04. The University of Washington
has an S-PLUS
site license package, which allows students to purchase the full version
of S-PLUS along with all add-on modules for $115. There is also a
discount for purchases of 5-pack bundles ($475 per 5-pack).
9/15/04. If you are not
familiar with Excel, I suggest you purchase an Excel user's guide from
your favorite bookstore. Here are some suggested books that focus on
data analysis using Excel (which is not very well documented in the
usual Excel guides or online help files): Data Analysis Using
Microsoft Excel, Third Edition, by Michael R. Middleton, Duxbury
Press; Data Analysis with Microsoft Excel, by Berk & Carey,
Duxbury Press.
9/15/04. The first homework
assignment is on the Homework page and is due
next Monday at the beginning of class. Please do not email me
your homework assignments. Turn in a printed hardcopy. See the Project
page for instructions on downloading data from Yahoo!.
9/15/04. Edwin Elton has lecture
notes from his book Modern Portfolio Theory available on his website
at the NYU Stern School of Business. The Wiley website also has a student
resource page for Modern Portfolio Theory.
9/15/04. William Sharpe, at
Stanford's School of Business, (recent winner of the Nobel Prize in
Economics) has a great set of web
notes very closely related to this course.
