Dates |
Recitation |
Topic |
Material |
Exercises |
Sept.
15, 16 |
1 |
Discussions
for Uncertainty
Exercise and Application Portfolio |
Uncertainty
Exercise
AP
1: Project definition
Past
student APs |
|
Sept.
22, 23 |
2 |
Garage
case calculation details |
AP
2: Uncertainty definition
FD
Chapter 3 |
Garage
model - Recitation
Garage
model - Solution |
Sept.
29, 30 |
3 |
Valuation and Choice
of discount rate |
|
12.2 12.3
13.4
13.4xls
13.5
13.5xls |
Oct.
6, 7 |
4 |
Uncertainty
characterization, production
functions, marginal analysis |
Best
fit to data for AP2
Generator
of 3-D views of Prod. Fcn and Marginal Analysis |
2.4
2.4xls
4.3
4.13
|
Oct.
13, 14 |
5 |
Past midterms
solution |
Midterm
2007 |
Midterm
2007 (sln) |
Oct.
20, 21 |
6 |
Advice
on portfolios; questions on assignments and lecture material |
|
|
Oct.
27, 28 |
7 |
Decision
analysis |
|
16.2 16.9
|
Nov.
3, 4 |
8 |
Lattice
development and valuation |
|
binomial
tree model 2009.xls
binomial
lattice.xls |
Nov.
10, 11 |
9 |
Dynamic
programming |
DP
Exercise (7.13)
Knapstack
problem example |
7-13tree |
Nov.
17, 18 |
10 |
Advice
on portfolios; questions on assignments and lecture material |
|
|
Nov.
24 |
11 |
Advice
on portfolios; questions on assignments and lecture material |
|
|
Nov.
1, 2 |
12 |
Advice
on portfolios; questions on assignments and lecture material |
|
|
Dec.
8, 9 |
13 |
Advice
on portfolios; questions on assignments and lecture material |
|
|