Syllabus for IE526 (Stochastic Calculus in Finance), Section F

Spring 2016, CRN 53010

Grading policy: Final grades will be determined on the basis of the total numerical score (0-500 points) achieved on exams and homework.
Component Weight
Final : 30% of grade
Hourly Exam 1 (February 17): 20% of grade
Hourly Exam 2 (March 17): 20% of grade
Homework: 15% of grade. I will give 12 HW assignments and drop the lowest 2. Homeworks are due within the first 10 minutes of class. No late homeworks will be accepted. None. Can you turn your homework assignment in late? No. We grade some subset of the assigned homework.
Quizzes: 15% of grade. There will be 12 in-class quizzes and we will drop the lowest 2. No makeups. That means no makeups. Can the quizzes be made up? No.


Richard Sowers
University of Illinois at Urbana-Champaign
Department of Industrial and Enterprise Engineering
College of Engineering
117 Transportation Bldg, MC-238
104 S. Mathews Ave., Urbana, IL 61801
Department Main Office:
Telephone: (217) 333-2731 Fax (217) 244-5705


Department of Mathematics
College of Liberal Arts and Sciences
273 Altgeld Hall, MC-382
1409 W. Green Street, Urbana, IL 61801 USA
Department Main Office
Telephone: (217) 333-3350 Fax (217) 333-9576