# MATH 424: Introduction to the
Mathematics of Finance

## Fall
2022

### LECTURES:
TueThu, 9:30am--10:45am; Rm ITV 1100

### Instructor's office
hours: (i) In person: Tue 10:45am-11:30am
(after class); (ii) On Zoom: Wed 6:00pm-6:45pm; or by appointment.

The office hours start on Tue 09/06/22.

### Teaching
Assistant/Grader: Mr. Boyen Shen (bshen0187@gmail.com)

Grader's office hour (on Zoom, via ELMS/Canvas): Tuesdays 5:00pm-6:00pm (starting 09/13/22)

### 2 MIDTERM EXAMS:
Thursday September 29; and Tuesday November 15.

### FINAL EXAM:
Thursday December 15, 8:00am-10:00am

### Textbook:

* An Elementary Introduction to
Mathematical Finance*;

author: S. M. Ross; publisher:
Cambridge University Press, 3rd Ed., 2011

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

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

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##
HOMEWORKS:

Homework 1, ** due Thursday September 15 **

Homework 2, ** due Thursday September 29 **

Homework 3, ** due Thursday October 13 **

Homework 4, ** due Thursday October 27 (extended to November 3) **

Homework 5, ** due Thursday November 17 **

Homework 6, ** due Thursday December 8 **

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EXAMS:

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###
LECTURES:

Lecture 1 (08/30/22): Introduction to Probability