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

Textbook:

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

Grader:
Mr. Boyen Shen (bshen0187@gmail.com)
Office hour: Tuesdays 3-4pm,
Room for meetings: Math 1308 (Kirwan Hall)

HOMEWORKS:

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


EXAMS:

EXAM 1, Thursday 10/04/18.

EXAM 2, Tuesday 11/13/18.

EXAM 3, Tuesday 12/04/18.

LECTURES:

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