MTH 4500: Introductory Finanical Mathematics


Marek Capinski, Tomasz Zastawniak Mathematics for Finance: An Introduction to Financial Engineering, Springer Undergraduate Mathematics Series, Springer; 2nd ed. 2011 (November 25, 2010), ISBN-10: 0857290819, ISBN-13: 978-0857290816 (Errors and typos in the book)

Suggested reading:

Practice problems

Lecture notes

No.Title and link
1. Portfolio theory
2. Barrier options
3. Black-Scholes model