MATH 424: Introduction to the
Mathematics of Finance
TueThu, 9:30am--10:45am; Rm ITV 1100
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.
Assistant/Grader: Mr. Boyen Shen (email@example.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.
Thursday December 15, 8:00am-10:00am
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.
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
Lecture 1 (08/30/22): Introduction to Probability