This course is replaced by STK-MAT3700.

Syllabus/achievement requirements


[T] M.V. Tretyakov: Introductory Course in Financial Mathematics 2013. Imperial College press.  Available in Hardcover, Softcover and EBOOK.

[P] S.R. Pliska: Introduction to Mathematical Finance, Discrete Time Models, 1997. Blackwell Publishers. ISBN: 978-1-55786-945-6.


Syllabus for the exam (updated): 

[T] Elements of PART I from Chapters 2,3,5 

[P] Chapter 1, sections 1-5

[P] Chapter 2, sections 1-3, 6.

[P] Chapter 3, sections 1-5.

[P] Chapter 4, sections 1,2,4.

[P] Chapter 5, sectopms 1-2.

In addition, handwritten lectures notes in support will be set available as the courses progress. 

N:B: [T] Part II (Chapters 7-11) will be of occasional support for some topics of [P] Chapters 3-4.

Published Aug. 20, 2017 10:50 PM - Last modified Nov. 17, 2017 11:20 PM