Fall, 2019

Instructor: Konstantina Trivisa:
Office: 3307 Mathematics Bldg
Phone: (301) 405-6865
Office Hours: (Spring 2006) Tuesday, Thursday 10:30-11:45am.
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:
Class Times: Tuesday and Thursday 2-3:15PM
Location: ITV 1100
Final Exam:Saturday December 14, 10:30am-12:30pm.
Midterm 1: Thursday, October 3.
Midterm 2: Thursday, November 21.


Homework: Homeworks will be assigned and collected.
Homework 1 - Chapter 1. . - 1.1, 1.2, 1.3, 1.4, 1.8, 1.9, 1.11, 1.12. (due 09/12/19)
Homework 2. - Chapter 2. - 2.1., 2.2, 2.3, 2.4, 2.5. (due 09/24/19)
Homework 3. - Chapter 2. - 2.9., 2.10 - Chapter 3. - 3.1, 3.2 - Chapter 4. 4.1, 4.2, 4.3. (due 10/01/19)
Homework 4. - Chapter 4. 4.4, 4.5, 4.7. (due 10/15/19)
Homework 5. - Chapter 5. 5.3, 5.4, 5.5, 5.6, 5.7, 5.14. (due 10/29/19)
Homework 6. - Chapter 6. 6.1, 6.2, 6.5, 6.7. (due 11/12/19)
Homework 7. - Chapter 7. 7.1, 7.2, 7.3, 7.4. (due 12/05/19)


Grading (approximate):