MATH 424, INTRODUCTION TO THE MATHEMATICS OF FINANCE

FALL 2007

Instructor: Konstantina Trivisa:
Office: 3307 Mathematics Bldg
Phone: (301) 405-6865
Office Hours: (Fall 2007) Tu, Th 9:00 - 10:15 or by appointment.
Email: trivisa@math.umd.edu
Introduction to basic concepts in mathematical finance for undergraduate students in mathematics, finance, economics and engineering. The focus is on mathematical methods in pricing of derivative securities, portfolio management and on other related questions of mathematical finance. The emphasis will be on individual and group projects.

Prerequisites:
Required: MATH 141; and either STAT 400 or BMGT 231.
Corequisite: BMGT 343.
Recommended: MATH 240, 241 or 246.

Main Text:

Additional Text: (on reserve in the library)

Class Times: Tuesday and Thursday: 11:00am - 12:15am.

Location: CHM0124.

Tentative Exam Schedule:

Final Exam: Thursday, December 13, 2007: 8:00am - 10:00am.

COURSE OUTLINE (Tentative): Option Pricing and Portfolio Theory and


Grading (approximate):

Assignments: Homeworks will be assigned and collected.