MATH 424: Introduction to the Mathematics of Finance

Fall 2023

Instructor: Dionisios Margetis

LECTURES: TueThu, 9:30am--10:45am; Rm PLS (Plant Sciences) 1119

Instructor's office hours: (i) In person: Tue 12:30pm-1:00pm (after class); (ii) On Zoom: Wed 6:00pm-7:00pm; or by appointment.
The office hours start on Tue 09/05/23.

Teaching Assistant/Grader: TBA (email address)
Grader's office hour: TBA (starting ?)

ONE MIDTERM EXAM: Thursday September 28 (in lecture room).

FINAL EXAM: Thursday December 14, 8:00am-10:00am

Textbook:

An Elementary Introduction to Mathematical Finance;
author: S. M. Ross; publisher: Cambridge University Press, 3rd Ed., 2011

Short Syllabus and Detailed Course Policies (PDF)

*****The course syllabus is ALSO posted on ELMS/Canvas

For detailed syllabus see the Mathematics Department webpage

Optional Bibliography (PDF), for those who are interested. None of these books will be used in the course.

HOMEWORKS:



EXAMS:

LECTURES:

  • Lecture 1 (08/29/23): Introduction to Probability