March 26 annotated lecture note, plus class problems/solutions

My annotated teaching note from today’s class meeting is a http://fin4366.garven.com/spring2020/wiener_326_lecture.pdf; the class problem set is at http://fin4366.garven.com/spring2020/wiener_326_classproblem.pdf, and the solutions for the class problem set are at http://fin4366.garven.com/spring2020/wiener_326_classproblemsolutions.pdf.

On Tuesday, we will continue our coverage of the Wiener Processes and Ito’s Lemma topic. I will pick up from where we left off; i.e., we will start back up on the http://fin4366.garven.com/spring2020/lecture10.pdf teaching note, beginning on page 7.

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