Wednesday, March 22, 2006

PTAP - Lecture 2

The campus is still drying out. In one of the articles I linked to yesterday, it said that the Fincher building at Cox was the worst-hit building on campus.


The 2nd class for PTAP was last night. It was a good class. It was a big review with lots of derivations of formulas. We talked about portfolio theory with one risk-free asset and one risky asset. Once we covered the basics, we covered the same process using different numbers of risk-free assets and risky assets.

Our first project is due next week. Our group will be getting together Saturday morning to work on it. Kumar said that it should be straight forward. I think we'll just plug numbers in formulas and then test with with a different A (risk-aversion number).

Quixote Update

Didn't read last night.

Chess Update

Less than 150 days to go until I can resume my chess studies!

I played one game last night and won. I've posted a permanant link to my blitz games to the side under "Chess Links."

The 3/22/06 puzzle is 28. ? Nf5+ exf5 29. exf6+ Kf8 (or e8) 30. Rd8++

The answer is the same ... black resigns on 29.

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