MATH 424: Introduction to the Mathematics of Finance

Fall 2018

Instructor: Dionisios Margetis

LECTURES: TueThu, 12:30pm--1:45pm; Rm MTH 0201

Instructor's office hour: Tue 1:45pm-3:00pm (after class), starting Tue. 09/04/18;
or by appointment

Teaching Assistant/Grader: TBA; see info below

FINAL EXAM: Monday December 17, 1:30pm-3:30pm


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

Optional Bibliography (PDF), for those who are interested

Mr. Boyen Shen (
Office hour: Tuesdays 3-4pm,
Room for meetings: Math 1308 (Kirwan Hall)


Homework 1, due Thursday September 13

Homework 2, due Thursday September 27

Homework 3, due Thursday October 11

Homework 4, due Thursday October 25

Homework 5, due Thursday November 8

Homework 6, due Thursday December 6


EXAM 1, Thursday 10/04/18.

EXAM 2, Tuesday 11/13/18.

EXAM 3, Tuesday 12/04/18.


  • Lecture 1 (08/28/18): Introduction to Probability