MATH 424: Introduction to the Mathematics of Finance

Fall 2022

Instructor: Dionisios Margetis

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 (
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


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.


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