MATH 424: Introduction to the Mathematics of Finance

Fall 2015

Instructor: Dionisios Margetis

LECTURES: MWF, 9:00am--9:50am; Rm MTH 0303

Instructor's office hours: MW 10:00am-10:45am (after class); or by appointment

Teaching Assistant/Grader: Cheng Jie; see info below

FINAL EXAM: Thursday December 17, 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)

For detailed syllabus see the Mathematics Department webpage

Bibliography (PDF)

Teaching Assistant/Grader:
Cheng Jie (
Office hour: Tuesdays, 10:30am-11:30am,
Room: MATH 4414


Homework 1, due on Wednesday September 16.

Homework 2, due on Wednesday September 30.

Homework 3, due on Wednesday October 14.

Homework 4, due on Wednesday October 28.

Homework 5, due on Wednesday November 18.

Homework 6, due on Friday Dec. 4.


EXAM 1, Friday 09/25/15.

EXAM 2, Friday 10/30/15.

EXAM 3, Wednesday 12/09/15


  • Makeup Lecture: Wed. Nov. 4 @ 5pm