Financial Mathematics II enrollment Restrictionssee Catalog
MATH 5621

Spring 2012
FUNCTIONS PERFORMED BY THE FINANCIAL SERVICES INDUSTRY
Real World
Build (or Buy)
Real Assets
I n v e s tm e n t
Ope ra t ions
Real World
Accumulate
Liquidity
(save money)
.
Financing Services
Financing Operations = Creation of Financing Structures
\
Advis
A Primer on Financial Statements
Much of the information that is used in valuation and corporate finance comes from financial statements. An
understanding of the basic financial statements and some of the financial ratios that are used in analysis is
ther
Opportunity Cost of Capital and WACC
The net present valuerule says to accept the right to the cash random
ow
variable C1 at time 1, with expected value C1 , in exchange for a denite cash
C1
investment C0 at time 0 whenever 1+r > C0 where the rate r used
Trinomial Default Model
Here is the problem:
In the ordinary onestage binomial model we are given the current asset price S0, two
possible future asset prices ST=Sd and ST=Su, and a risk free rate (continuous annualized)
of interest r. This gives us two
Math 5621 Financial Math II
Spring 2014
Final Exam Solutions
May 2 to May 7, 2014
This is an open book takehome exam. You may consult any books, notes,
websites or other printed material that you wish. Having so consulted then
submit your own answers as
Math 5621
Financial Mathematics II
Mathematics of Corporate Finance
Fall 2010
Final Examination Solutions
December 10  15, 2010
This is a takehome examination due back to me by 5 PM Wednesday, December 15, in my department mail box, under my o ce door,
University of Connecticut
Financial Mathematics II Applied Mathematics of Corporate Finance
Math 5621(369)
Spring 2016
Classes: M 2:30 4:25 KNS202
WF 2:30 3:20 OAK201
Instructor: James G. Bridgeman, FSA CERA
MSB408
8604868382 bridgeman@math.uconn.edu
we
University of Connecticut
Financial Mathematics II Applied Mathematics of Corporate Finance
Math 5621(369)
Fall 2009
Classes: M 2 3:50
WF 2 2:50 Math 5621(369)
MSB307
Instructor: James G. Bridgeman, FSA
MSB408
8604868382 bridgeman@math.uconn.edu
website
Financial Mathematics II enrollment Restrictionssee Catalog
MATH 5621

Spring 2012
Math 324
Spring 2007
Paper/Project Assignment
This is the project assignment for those who have not come up with a project of their own
to tackle.
The assignment is to take up the following problem, related to credit risk and credit risk
derivatives, and
Financial Mathematics II enrollment Restrictionssee Catalog
MATH 5621

Spring 2012
FUNCTIONS PERFORMED BY THE FINANCIAL SERVICES INDUSTRY
Real World
Build (or Buy)
Real Assets
I n v e s tm e n t
Ope ra t ions
Real World
Accumulate
Liquidity
(save money)
Financing Services
Financing Operations = Creation of Financing Structures
\
Advise
Financial Mathematics II enrollment Restrictionssee Catalog
MATH 5621

Spring 2012
Math 5621 Financial Mathematics II Final Exam December 5, 2008 Name_ This is a takehome exam due back no later than 6PM on Friday December 12, by email, in my faculty mail box, or under my office door. You can use any online or printed sources while work
Financial Mathematics II enrollment Restrictionssee Catalog
MATH 5621

Spring 2012
Math 5621 Financial Mathematics II Fall 2009 Final Examination December 1116, 2009 This is a takehome examination due back to me by 5 PM Wednesday, December 16, in my department mail box, under my o ce door or by email. You may consult any written sourc
Financial Mathematics II enrollment Restrictionssee Catalog
MATH 5621

Spring 2012
Math 5621 Financial Math II
Fall 2011
Final Exam
December 9 to December 14, 2011
This is an open book takehome exam. You may consult any books, notes,
websites or other printed material that you wish. Having so consulted then
submit your own answers as w
Financial Mathematics II enrollment Restrictionssee Catalog
MATH 5621

Spring 2012
ID
Final
Final
Take
Take
Exam Exam Paper
Home #1 Home #2
Raw Graded
0252664
100.00
105.00
74.00
87.87
110.00
0477439
79.00
82.00
78.00
89.73
105.00
0544688
93.00
100.00
91.00
95.80
98.00
0709706
86.00
98.00
56.00
79.47
98.00
0813078
92.00
95.00
69.00
85.5
Math 5621 Financial Math II
Spring 2014
Final Exam
May 2 to May 7, 2014
This is an open book takehome exam. You may consult any books, notes,
websites or other printed material that you wish. Having so consulted then
submit your own answers as written by