Information For Students

Winter 2020: APM466 – Mathematical Finance

This web-page will be used to host the course outline, information regarding assignments and office hours:

Office Hours Information: Wednesdays, 8:30AM-10AM in BA7256.

Assignment #1 Information: DEADLINE: February 3rd, 2020, 11 AM uploaded via Crowdmark.

Data:

For each weekday from Jan 2nd, 2020, until Jan 15th, 2020 (inclusive, 2 weeks worth, 10 days), collect all historical close prices for the 32 Canadian Government Bonds which have a maturity less than 10 years from January 15th, 2020 on the “Frankfurt” Exchange; I.e., all bonds listed via the following two links:

  1. https://markets.businessinsider.com/bonds/finder?borrower=71&maturity=shortterm&yield=&bondtype=2%2c3%2c4%2c16&coupon=&currency=184&rating=&country=19
  2. https://markets.businessinsider.com/bonds/finder?borrower=71&maturity=midterm&yield=&bondtype=2%2c3%2c4%2c16&coupon=&currency=184&rating=&country=19

To collect the close prices, after markets close on Jan 15th, you must click-through to each of the 32 bonds’ unique page and under “Go In-Depth” click “Historical”. The close prices will be the rightmost column of prices after selecting “Frankfurt” as the exchange.

For each bond, you will also need to collect the following information: coupon, ISIN, issue date, maturity date. All this data is available on the “Snapshot” page before clicking through to the “Historical” page.

Assignment #2 Information: (coming after assignment #1 deadline)

Fall 2019: MMF1922 – Data Science Methods for Investment, Finance, and Risk Management

This web-page will be used to host the data and description for both your projects this semester. In particular, please see the below links:

1st Project Description

1st Project .CSV data

2nd Project Description

2nd Project .CSV data

Fall 2018: MAT235 – Calculus II

I am TAing MAT235: Calculus II during the 2018 Fall Semester. This web-page will be used to share supplemental material for my tutorial: TUT0101 (GB405, Tuesdays 11AM-noon). Please note this is not an official webpage for the course, but rather a place that I’ll add further clarifications to the tutorials, or resources that I used when first learning Calculus that I’d like to share.

Fall 2018: MMF1941 – Stochastic Analysis

I am TAing MMF1941: Stochastic Analysis during the 2018 Winter Semester. This web-page will be used to share supplemental material for my tutorial (MMF Classroom, Wednesdays 8:30AM-10:30AM). Please note this is not an official webpage for the course, but rather a place that I’ll add further clarifications to the tutorials, or useful resources.

Fall 2018: MMF1922 – Data Science Methods for Investment, Finance, and Risk Management

I am TAing MMF1922: Data Science for Finance during the 2018 Winter Semester. This web-page will be used to share supplemental material for my tutorial: (MMF Classroom, bi-weekly Tuesdays 1-2PM, starting Sept 25th). Please note this is not an official webpage for the course (official webpage), but rather a place that I’ll add further clarifications to the tutorials, or useful resources.

Final Project Rankings:

  1. (TIED for #1) Razvan, Ethan, Vladislav, Sunny; Corr = -0.1864432 (Submitted: Nov 13, 3:00PM, Submissions Remaining: 2)
  2. (TIED for #1) Tong, Zhaoli, Chen, Yue; Corr =-0.1864432 (Submitted: Nov 15, 6:15PM, Submissions Remaining: 1)
  3. Wei, Miao, Lipeng, Sylvie; Corr = -0.3144246 (Submitted: Nov 16, 10:30AM, Submissions Remaining: 1)
  4. Zeyu, Yingchi, Karina, Evgeniia; Corr = -0.3432678 (Submitted: Nov 15, 12:32AM, Submissions Remaining: 1)
  5. Chenyu, Qingxin, Jiayu, Yiming; Corr = -0.3464217 (Submitted: Nov 16, 5:35AM; Submissions Remaining: 1)
  6. Ruiquan, Meng, Shuting, Siyi; Corr = -0.3773606 (Submitted: Nov 15, 4:28PM, Submissions Remaining: 1)
  7. Yi, Chang, Jiayu, Ruiqi; Corr = -0.5770072 (Submitted: Nov 15, 7:04PM, Submissions Remaining: 1)
  8. Xiao, Tangling, Shubo, Xinyun; Corr =-0.5978251 (Submitted: Nov 15, 4:26 p.m.; Submissions Remaining: 1)

Previous TA WORK

MAT223 – Linear Algebra – Winter 2018

MAT334 – Complex Variables – Fall 2017

Math Aid Centre – Summer 2017

Useful links for UofT Math Undergraduate Students: