Welcome to the MSLC
About
Math & Statistics Learning Centre!
Zohreh Shahbazi
Math & Statistics Learning Centre Coordinator
(416) 287-5667
Schedule
The help hours which are available to all students taking any math & stats related courses offered by all UTSC departments will take place in AC312:
Help Hours in Room AC312 (May 14 - August 16th)
The help hours which are available to specific Computer & Mathematical Sciences courses will take place in IC404:
Workshops
Fighting Stats Anxiety
October 3rd, 2012, 2:15-4pm,
Location: IC404
This seminar series discusses introductory mathematics and numerical methods used in finance. The series consists of two parts. In the first part, we will focus on mathematical foundations of finance. Topics discussed include, but not limited to, binomial models, fundamental theorems in mathematical finance, stochastic calculus, and arbitrage. In the second part of the series, we will focus on the use of Lattice Methods, Monte-Carlo Methods, and Numerical Methods for Partial Differential Equations (PDEs) applied to problems that arise in mathematical finance. This series is intended for upper-year students in Computer Science, Mathematics, and Statistics interested in introductory mathematical finance and applications of numerical computation in finance.
Typical Reference(s):
• Part 1: “Arbitrage Theory in Continuous Time”, by Tomas Bjork, Oxford University Press,
USA; Third edition, 2009
• Part 2: “Numerical Methods in Finance: A MATLAB-Based Introduction”, by Paolo Brandimarte,
Wiley, Second edition, 2006.
Tentative seminar schedule for Fall 2012
Seminar 1
• Date: November 01, 2012
• Time: 5-7pm
• Location: MW223
• Topics: In this seminar, we will cover an introduction to mathematical foundation of option
pricing: general properties of arbitrage-free prices, one-period binomial model, and the (first)
fundamental theorem of asset pricing.
Seminar 2
• Date: November 15, 2012
• Time: 5-7pm
• Location: MW223
• Topics: We continue Seminar 1 on an introduction to mathematical foundation of option pricing:
one-period multiple-states model, the (second) fundamental theorem of asset pricing, and multiperiod
model.
Seminar 3
• Date: November 29, 2012
• Time: 5-7pm
• Location: MW223
• Topics: Stochastic processes in continuous time, Itˆo’s integrals and Itˆo’s rule.
The schedule for the remaining seminars in the series: TBA
Problem of the Week
Problems of the Week
For those of you who would like to enhance their problem-solving skills by working on challenging problems, every week a new problem will be posted here. You can find the solution of each problem one week after it is posted on the same page.
You can send your solution to math-aid@utsc.utoronto.ca or drop a hard copy off in the box, labeled as Problem of the Week, in AC312 on or before the due date. The best solution of each week will be awarded a $20 gift card from the Bookstore.
Communication with peers and/or TAs for finding the solution is not only allowed, but also encouraged. However, you must write up your own solution independently, and also refer to any source of direct assistance.
Problem 1 (due to Monday October 1) Solution
Problem 2 (due to Monday October 8) Solution
Problem 3 (due to Monday October 29) Solution
Problem 4 (due to Monday November 19) Solution
Problem 5 (due to Friday January 31) Solution
Probelm 6 (due to Thursday Feb 28) Solution
Virtual Tutor
VIRTUAL TUTORING AT UTSC
Look on line for math homework and exam help, and connect with a live, professional tutor! The Math and Stats Learning Center now provides on line tutoring for students enrolled in courses MAT A30, MATA31, MATA32, MATA33, MATA35, MATA36, MATA37, MATB24 and Statistics courses at UTSC.
To talk to a tutor you need to open the following chat room:
Choose a nickname and ask your questions. This chat room has a tool box which is useful for typing math notations. It is very easy to learn how to use and modify formulas with the tool box but you can always get help from the TA who is chatting with you. In case that you have issues with using the chat room talk to the TA via his/her email.
For mathematics topics:
Ali (Tuesday, 7pm-8pm)
amotadel (at sign) uwa.ca
Fazle (Wednesday, 7pm-8pm)
Duy Minh (Thursday, 7pm-8pm)
Manaal (Friday, 7pm-8pm)
For statistics topics:
Thomas (Monday, 7pm-8pm)
thomas.aquinas.shin (at sign) gmail.com
Dejana (Friday, 7pm-8pm)
dejana.nikitovic (at sign) gmail.com
You can tell us about your experience of using virtual tutorials by visiting:
https://www.surveymonkey.com/s/MSLC_VTS
If you have any questions about this new service, please contact:
Zohreh Shahbazi
Math & Stats Learning Centre
University of Toronto Scarborough
Tel:l (416) 287-5667
math-aid@utsc.utoronto.ca