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However, stochastic calculus is based on a deep mathematical theory. Found inside Page iThis book provides an easily accessible introduction to SDEs, their applications and the numerical methods to solve such equations. These areas are generally introduced and developed at an abstract level, making . I am using as reference the excellent solution manuals by Yan Zeng found at: Appendix: Background on Probability Theory, 729-765. Karlin and Taylor, A first course in Stochastic Processes, Ch. The best book IMO on Measure is by Paul Halmos. endstream In order to read or download Disegnare Con La Parte Destra Del Cervello Book Mediafile Free File Sharing ebook, you need to create a FREE account. The solution is :. The use of the Black-Scholes model and formula is pervasive in financial markets. References and Index, 1159-1184. I have not seen _any_ book that manages to link Measure to Finance in any meaningful way. Found inside Page 1570 0 Counterexamples Unique solutions of stochastic differential equations over a given interval are not always available. We consider two situations where a unique solution cannot be found by providing simple Counterexamples. The most famous application of stochastic calculus to finance is to price options (options are a special financial instrument that gives the holder the choice to buy or sell an asset at a certain price). Spring 2020. Neuware - Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. 1 0 obj Pricing and Hedging in Jump Models, 735-759. The text gives both precise statements of results . endobj Whether your students are interested in probability, analysis, differential geometry or applications in operations research, physics, finance, or the many other areas to which the subject applies, you'll find that this text brings together Read PDF Stochastic Calculus For Finance Solution Stochastic Calculus for Finance by Marek Capiski Stochastic Calculus for Jump Processes, 655-697. This is an introduction to stochastic calculus. The purpose of this thesis is to show the mathematical principles underlying the methods applied to finance and to 1 2 . C q" The participants in this class are well-prepared highly-motivated students who are typically in the second or third year Ph.d. program in finance, economics, statistics or mathematics. This volume introduces the reader to the basic stochastic calculus concepts required for the study of this important subject, providing a large number of worked examples which enable the reader to build the necessary foundation for more One exception is the honest shot "Elementary Stochastic Calculus" Thomas Mikosch. The Question is:. This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. /Creator ( w k h t m l t o p d f 0 . Found insideThe main objective of this book is the solution of stochastic problems, that is, the determination of the probability law, moments, and/or other probabilistic properties of the state of a physical, economic, or social system. Abstract Class Policies Lectures. Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. Danh mc. << Download PDF. If you have any comments or ? The development of stochastic integration aims to be careful and complete without being pedantic. << %&'()*456789:CDEFGHIJSTUVWXYZcdefghijstuvwxyz Solutions Manual to accompany Stochastic Calculus for Finance I 9780387249681. /Length 7 0 R Basic Numerical Methods, 719-728. Students, practitioners and researchers will benefit from its rigorous, but unfussy . Sotto-collana: La Matematica per il 3+2. Quadratic Variation and Covariation 54 3. Lectures. Multivariable differentiation and integration, series expansions, and function approximation and . Reference. xV8W& m04KjaG6$Wro Kuy\4rJOW~ c7w}g%8X,~)-;]v^m]srYNJ5 *W+KC O=pVP2]sw@j3MR6`Z/`:xWlBN;xf#,F%v~R6xZ@A%RvDWW.4* Cu* References and Index, 1089 . stream This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. If you must sleep, don't snore! 22. 21. Found inside Page 436The Wiener Chaos solution often serves as a convenient first step in the investigation of the traditional solutions or solutions in weighted stochastic Sobolev spaces that are much smaller then the spaces of Hida or Kondratiev stream Download Full PDF Package. Found insideThese notes are based on a postgraduate course I gave on stochastic differential equations at Edinburgh University in the spring 1982. % stochastic systems. Found inside Page iiiThis book introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners. /BitsPerComponent 8 The purpose of this thesis is to show the mathematical principles underlying the methods applied to finance and to Problems And Solutions In Mathematical Finance: Stochastic Calculus (The Wiley Finance Series)|Dian Nel, The Best Ever Book of Senior Jokes: Lots and Lots of Jokes Specially Repurposed for You-Know-Who|Mark Geoffrey Young, The Peace of the Solomon Valley|Margaret Hill McCarter, Management: How to Do it|Shirley Payne Pricing and Hedging in Jump Models, 699-718. Stochastic Calculus for Finance, Volume I and II by Yan Zeng Last updated: August 20, 2007 This is a solution manual for the two-volume textbook Stochastic calculus for nance, by Steven Shreve. The main intuition is that the price of an option is the cost of hedging it. Be courteous when you use mobile devices. Using careful exposition and detailed proofs, this book is a far more accessible introduction to It calculus than most texts. The book discusses a wide range of classical topics including BlackScholes pricing, exotic and American options, term structure modeling and change of numraire, as well as models with jumps. x]Kd9_5\1pAH.6H}lqYU3BSy|E8?y*_\!~m?\~Hh.W)a.nyYB/~(%Inale>|_ndlO[szC?'zjo$T.iIqq\\Nz{hIxVJ. Steven E. ShreveStochastic Calculus for Finance IStudents Manual: Solutions to Selected ExercisesDe We have made it easy for you to find a PDF Ebooks without any digging. This is an introduction to stochastic calculus. It^o's Formula for an It^o Process 58 4. Stochastic Calculus has been applied to the problem of pricing financial derivatives since 1973 when Black and Scholes published their famous paper "The Pricing of Options and Corporate Liabilities" in the J oumal of Political Economy. Danh mc: Solution Manual. Thm vo gi hng. Stochastic calculus for finance capinski pdf This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. Dec. 31. Includes an overview of the essential math and statistical skills required to succeed in quantitative finance Offers the basic mathematical concepts that apply to the field of quantitative finance, from sets and distances to functions and Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. Exercise Solutions, 767-1087. Principle 84 2.2.6 Quadratic Variation 89 3 Stochastic Differential Equations 95 3.1 Introduction 95 3.2 Problems and Solutions 102 3.2.1 Ito Calculus 102 3.2.2 One-Dimensional Diffusion Process 123 3.2.3 Multi-Dimensional Diffusion Process 155 4 Change of Measure 185 Pricing and Hedging in Jump Models, 699-718. Read Paper. The text gives both precise statements of results, plausibility arguments, and even some proofs, but . Stochastic processes of importance in finance and economics are developed in concert with the tools of stochastic calculus that are needed to solve problems of practical im- /Type /ExtGState nance, by Steven Shreve. Steven Shreve: Stochastic Calculus and Finance. The report was due by the end of April. endobj Found inside Page iThis book provides a comprehensive introduction to the theory of stochastic calculus and some of its applications. Although there are many textbooks on stochastic calculus applied to finance, this volume earns its place with a pedagogical approach. This book presents the texts of seminars presented during the years 1995 and 1996 at the Universit Paris VI and is the first attempt to present a survey on this subject. References and Index, 1089 . /SA true If you are author or own the copyright of this book, please report to us by using this DMCA report form. XD. /Producer ( Q t 4 . 118 10 Capital Asset Pricing 119 . /AIS false No need to wait for office hours or assignments to be graded to find out where you took a wrong turn. Introduction to Stochastic Processes - Lecture Notes (with 33 illustrations) Gordan itkovi Department of Mathematics The University of Texas at Austin Wharton class "Stochastic Calculus and Financial Applications (Statistics 955). This volume introduces the reader to the basic stochastic calculus concepts required for the study of this important subject, providing a large number of worked . %PDF-1.5 JFIF K K C The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. 29 0 obj This paper. If you have any comments or nd any typos/errors, please email me at yz44@cornell.edu. Stochastic calculus for finance ii solutions Stochastic calculus for finance ii solutions. Solutions Manual to accompany Stochastic Calculus for Finance I 9780387249681 $ 36.50. Some links may be broken. Basic Numerical Methods, 761-770. $4%&'()*56789:CDEFGHIJSTUVWXYZcdefghijstuvwxyz ? The third edition of this popular introduction to the classical underpinnings of the mathematics behind finance continues to combine sound mathematical principles with economic applications.Concentrating on the probabilistic theory of Finally, we note the wealth equation (1.2.14) can be In order to read or download stochastic calculus for finance solution ebook, you need to create a FREE account. 21. Found inside Page iThis book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. Readership: Undergraduates and researchers in probability and statistics; applied, pure and financial mathematics; economics; chaos. Moreover, the volume introduces readers to the modern benchmark approach that provides a general framework for modeling in finance and insurance beyond the standard risk-neutral approach. Found insideCompletely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems Found insideThis book is an introduction to stochastic analysis and quantitative finance; it includes both theoretical and computational methods. Report DMCA. Although the language of finance now involves stochastic (Ito) calculus, management of risk in a quantifiable manner is the underlying theme of the modern theory and practice of quantitative finance. If there is a survey it only takes 5 minutes, try any survey which works for you. Lm'$8QZa4"uQdO$6xV7X#dT)bz Hu>A(!\]]$;4r y%rIV kbq CSbux>WZKJB87]"5KKsy4k"|$HDWmKGC8JKyUTJHWAm&lVal3|sByY{LwUyWf$cSRk.quN10v$?m7.YZR]Xr.zN In 1969, Robert Merton introduced stochastic calculus into the study of finance. [/Pattern /DeviceRGB] This book introduces the economic applications of the theory of continuous-time finance, with the goal of enabling the construction of realistic models, particularly those involving incomplete markets. This book is suitable for the reader without a deep mathematical background. Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. /CreationDate (D:20210605164143+03'00') The most famous application of stochastic calculus to finance is to price options (options are a special financial instrument that gives the holder the choice to buy or sell an asset at a certain price). Found insideThe reader of this book will be successfully positioned for an entry-level position in the financial services industry or for beginning graduate study in finance, economics, or actuarial science. this is the first one which worked! /Length 5081 It gives an elementary introduction Found inside Page iOften textbooks on probability theory cover, if at all, Brownian motion only briefly. On the other hand, there is a considerable gap to more specialized texts on Brownian motion which is not so easy to overcome for the novice. The text gives both precise statements of . >> Stochastic Calculus 51 1. Finally I get this ebook, thanks for all these Stochastic Calculus For Finance Solution I can get now! Found inside Page iiThis book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the Shreve and Karatzas is incredibly tough going. Stochastic Calculus for Finance II - Some Solutions Posted on September 4, 2010 In the below files are some solutions to the exercises in Steven Shreve's textbook "Stochastic Calculus for Finance II - Continuous Time Models" (Springer, 2004). by Ferdinand L. Singer & Andrew Pytel The If you nd any typos/errors or have any comments, please email me at zypublic@hotmail.edu. >> Stochastic Calculus for Finance Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, Homework. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. I will assume that the reader has had a post-calculus course in probability or statistics. I get my most wanted eBook. 4 0 obj Stochastic Calculus for Finance, Volume I and II by Yan Zeng Last updated: August 20, 2007 This is a solution manual for the two-volume textbook Stochastic calculus for ? Homework is due at the beginning of class on the due date. ISBN 978-88-470-0600-3. Stochastic Calculus for Finance II: Continuous-Time Models The solution of an SDE is a continuous-time stochastic process Z t that satisfies the integral equation Z t = Z 0 + t 0 (Z s , s) ds + t 0 . 7) Problems and Solutions in Mathematical Finance Volume I: Stochastic Calculus is the first of a four-volume set of books focusing on problems and solutions in mathematical finance.This volume introduces the reader to the basic stochastic calculus concepts required for the study of this important subject, providing a large number of worked . Title: Stochastic Calculus For Finance Solution Author: www.gis.aberdeen.sd.us-2021-06-07T00:00:00+00:01 Subject: Stochastic Calculus For Finance Solution /Filter /DCTDecode Among the many new features of this third edition are new chapters on Brownian motion and geometric Brownian motion, stochastic order relations and stochastic dynamic programming, along with expanded sets of exercises and references for all Stochatic Calulus for Finance is another course widely found at mathematics and statistics departments within the fourth year syllabus. 22. 5) 1,2,3,A,B (covering same material as the course, but more closely oriented towards stochastic calculus). Steven Shreve: Stochastic Calculus and Finance PRASAD CHALASANI Carnegie Mellon University chal@cs.cmu.edu SOMESH JHA Carnegie Mellon University sjha@cs.cmu.edu . 2007, XVI+518 pp. %PDF-1.4 content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. With the It integral in hand, the course focuses more on models. This book is suitable for the reader without a deep mathematical background. introduction-to-stochastic-processes-solutions-lawler 2/9 Downloaded from elasticsearch.columbian.com on August 24, 2021 by guest Continuous time models, Ch. We rst note that under P, Xand S1 are dependent (as shown in part d) above). 6 0 obj Found insideThis book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. so many fake sites. Note: This is the class website of a course that is not currently running. Download Stochastic Calculus for Finance I Books now!Available in PDF, EPUB, Mobi Format. Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction to these areas. He proceeds to discuss Markov chains, optimal stopping, martingales, and Brownian motion. The book concludes with a chapter on stochastic integration. I did not think that this would work, my best friend showed me this website, and it does! Solution. Read PDF Stochastic Calculus For Finance Solution Stochastic Calculus for Finance by Marek Capiski Stochastic Calculus for Jump Processes, 655-697. Read Free Stochastic Calculus For Finance Solution construction of the integral and the It formula (proved in detail) become the centrepiece, both for theory and applications, and to provide concrete The inclusion of fully worked out exercises makes the book attractive for self study. Standard probability theory and ordinary calculus are the prerequisites. Summary slides for revision and teaching can be found on the book website. Access the solution notebooks on Jupyter nbviewer. EXERCISES ON STOCHASTIC CALCULUS IN FINANCE 7 (e) Under P, we have PfS1 = 8g= 2 3 and PfS1 = 2g= 1 3. The book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. Steven E. Shreve Stochastic Calculus for Finance I Student's Manual: Solutions to Selected Exercises December 14, 2004 Springer Berlin Heidelberg NewYork It only takes a minute to sign up. endobj However, stochastic calculus is based on a deep mathematical theory. This book is suitable for the reader without a deep mathematical background. This book presents a concise treatment of stochastic calculus and its applications. stream Explain intuitively why, if you are told that X= 1, you would want to revise your estimate of the distribution of S1. Solutions for the exercise problems of Steven E. Shreve's Stochastic Calculus for Finance using Jupyter notebooks with Julia language. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. solution theory for stochastic differential equations (strong solutions, linear SDEs) change of measure (Girsanov theorem) martingale representation theorem; Please note that this course is recommended as foundation for the courses Advanced Topics in Mathematical Finance, Computation Finance, Numerics of Stochastic Differential Equations, . 22. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. Content. Finally, proofs of the existence, uniqueness and the Markov property of solutions of (general) stochastic equations complete the book. The files are grouped by chapter. 3 0 obj 27,84 . EXERCISES ON STOCHASTIC CALCULUS IN FINANCE 7 (e) Under P, we have PfS1 = 8g= 2 3 and PfS1 = 2g= 1 3. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. 8 . Just select your click then download button, and complete an offer to start downloading the ebook. Our library is the biggest of these that have literally hundreds of thousands of different products represented. << 978-1-107-00264-7 - Stochastic Calculus for Finance 0DUHN&DSL VNL (NNHKDUG.RSSDQG-DQXV]7UDSOH Frontmatter More information Mastering Mathematical Finance Mastering Mathematical Finance (MMF) is a series of short books that cover all core topics and the most common electives offered in Master's Appendix: Background on Probability Theory, 729-765. eBook includes PDF, ePub and Kindle version. Sign up to join this community (We will cover roughly the first five chapters.) Stochastic Calculus Solution Manual. Stochastic Calculus for Finance II-some Solutions to Chapter V Matthias Thul Last Update: June 19, 2015 Exercise 5.1 (i)Let f(t;x) = S(0)ex.We have 37 Full PDFs related to this paper. Publisher Description Steven Shreve: Stochastic Calculus and Finance. Found insideWith this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice. 978-1-107-00264-7 - Stochastic Calculus for Finance 0DUHN&DSL VNL (NNHKDUG.RSSDQG-DQXV]7UDSOH Frontmatter More information Mastering Mathematical Finance Mastering Mathematical Finance (MMF) is a series of short books that cover all core topics and the most common electives offered in Master's This book introduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition. Since the publication of the first edition of this book, the area of mathematical finance has grown rapidly, with financial analysts using more sophisticated mathematical concepts, such as stochastic integration, to describe the behavior of } !1AQa"q2#BR$3br Calculus of Variations & Solution Manual - Russak.pdf,,,-007 ]Ry%T}XYd3+0Z2|-M^;Iz}PR]Y$WRw2*USdR: hBK9Q=$9= YApv*k8E_Je!TX>M KkRn%+a|7>{c4|5Y3!i@y\oD62 Course: Stochastic Calculus for finance Level 2 I have the partial solution to this question, but I need step-by-step solution (missing steps in between). Size: 328.1KB. Stochastic calculus for finance 1 solutions Master of Finance Basic topics, including: matrix/vector notation, operations on matrices and vectors, determinants, eigenvalues and eigenvectors, quadratic forms, and systems of linear equations. Chapter 5. It is usually shared by those taking a Masters in Financial Engineering. /Filter/FlateDecode Stochastic Calculus for Finance I: The Binomial Asset Pricing Model Solution of Exercise Problems Yan Zeng Version 1.1, last revised on 2014-10-26 Abstract This is a solution manual for Shreve [6]. Calcolo stocastico per la finanza Collana: UNITEXT. Fei Tang. For much of these notes this is all that is needed, but to have a deep understanding of the subject, one needs to know measure theory and probability from that per-spective. Textbook/~$95 - Numerical Solution of Stochastic Differential Equations by Peter Kloeden and Eckhard Platen; Stochastic Calculus for Finance. important in various applied fields, including physics, biology, chemistry and finance. >> Stochastic Calculus for Finance II: Continuous-Time Models Solution of Exercise Problems Yan Zeng Version 1.0.8, last revised on 2015-03-13. edu. lol it did not even take me 5 minutes at all! The main intuition is that the price of an option is the cost of hedging it. Stochastic Calculus for Finance Solutions. Black Scholes Model - Application to Finance. This popular text, publishing Spring 1999 in its Second Edition, introduces the mathematics underlying the pricing of derivatives. It^o's Formula for Brownian motion 51 2. Many thanks. Provides graduate students and practitioners in physics and economics with a better understanding of stochastic processes. /SMask /None>> The development of stochastic integration aims to be careful and complete without being pedantic. Somesh Jha. Stochastic Calculus for Jump Processes, 689-733. Finally, we note the wealth equation (1.2.14) can be /Filter/FlateDecode For much of these notes this is all that is needed, but to have a deep understanding of the subject, one needs to know measure theory and probability from that per-spective. Full Multidimensional Version of It^o Formula 60 5. The book covers models in mathematical finance, biology and engineering. For mathematicians, this book can be used as a first text on stochastic calculus or as a companion to more rigorous texts by a way of examples and exercises./a Stochastic Thinking Stochastic Calculus For Finance Solution binomial model as seen from the uniqueness of solution of equation (1.1.3)-(1.1.4). Black Scholes Model - Application to Finance. << Solution. In fact, a simple calculation . Appendix: Background on Probability Theory, 771-807. Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has . Gautam Iyer . This book will be very helpful to starting graduate students and strong undergraduates as well as to others who want to gain knowledge of stochastic differential equations. I recommend this book enthusiastically. This document was uploaded by user and they confirmed that they have the permission to share it. 236 pages. Quantitative Finance Stack Exchange is a question and answer site for finance professionals and academics. Cn cu; nd any typos/errors, please email me at yz44@cornell. 46-944: Stochastic Calculus for Finance 1. Stochastic calculus for finance 1 pdf . /Height 155 /Type /XObject >> << Unlike static PDF Stochastic Calculus for Finance I solution manuals or printed answer keys, our experts show you how to solve each problem step-by-step. This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. Collection of the Formal Rules for It^o's Formula and Quadratic Variation 64 Chapter 6. However, stochastic calculus is based on a deep mathematical theory. Synopsis : Stochastic Calculus for Finance I written by Steven Shreve, published by Springer Science & Business Media which was released on 28 June 2005. The Wharton School course that forms the basis for this book is designed for energetic students who have had some experience with probability and statistics but have not had ad vanced courses in stochastic processes. As Volume II of the four-volume Problems and Solutions in Mathematical Finance series, this book provides clear explanation of the mathematics behind equity derivatives, in order to help readers gain a deeper understanding of their 44 0 obj Stochastic processes of importance in finance and economics are developed in concert with the tools of stochastic calculus that are needed to solve problems of practical im- endobj In 1969, Robert Merton introduced stochastic calculus into the study of finance. We rst note that under P, Xand S1 are dependent (as shown in part d) above). Explain intuitively why, if you are told that X= 1, you would want to revise your estimate of the distribution of S1. gi1242+944@cmu.edu. With the It integral in hand, the course focuses more on models. Solutions Manual to accompany Stochastic Calculus for Finance I 9780387249681 s lng. The authors study the Wiener process and It integrals in some detail, with a focus on results needed for the Black-Scholes option pricing model. Stochastic Thinking Stochastic Calculus For Finance Solution binomial model as seen from the uniqueness of solution of equation (1.1.3)-(1.1.4). A full glossary of probabilistic and financial terms is provided. This unique book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders. A fully revised and appended edition of this unique volume, which develops together these two important subjects. The text was Steven Shreve's Stochastic Calculus for Finance II: Continuous-Time Models. /Width 625 Projects Groups gave 20" class presentations, and submited reports to me (roughly 10-15 pages). This volume introduces the reader to the basic stochastic calculus concepts required for the study of this important subject, providing a large number of worked examples which enable the reader to build the necessary foundation for more Contents 1 The Binomial No-Arbitrage Pricing Model 2 /ca 1.0 This book is being published in two volumes. The first volume presents the binomial asset-pricing model primarily as a vehicle for introducing in the simple setting the concepts needed for the continuous-time theory in the second volume. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. Problems and Solutions in Mathematical Finance: Stochastic Calculus (The Wiley Finance Series) Mathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential equations. w !1AQaq"2B #3Rbr Mathematics, as the language of science, has always played a role in the development of knowledge and technology. /Subtype /Image Found insideThus the virtual text - augmented with more than 60 basic examples and 40 illustrative figures - is rather easy to read while a part of the technical arguments is transferred to the exercise problems and their solutions. ( in our regular classroom ), and submited reports to me ( roughly 10-15 )! 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