MTH 4500: Introductory Finanical Mathematics
Textbook
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:
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Steven Shreve Stochastic Calculus for Finance I: The Binomial Asset Pricing Model, Springer Finance (2005)
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Dan Stefanica A Primer For The Mathematics Of Financial Engineering, Financial Engineering Advanced Background Series, FE Press (2011)
Practice problems
Lecture notes
MTH 4500 notes from classes
| Date | Link |
1. | January 29, 2024 | link to pdf |
2. | January 31, 2024 | link to pdf |
3. | February 5, 2024 | link to pdf |
4. | February 7, 2024 | link to pdf |
5. | February 14, 2024 | link to pdf |
6. | February 21, 2024 | link to pdf |
7. | February 22, 2024 | link to pdf |
8. | February 26, 2024 |
Web notes: Portfolio theory |
9. | February 28, 2024 | link to pdf |
10. | March 4, 2024 | link to pdf |
11. | March 11, 2024 | link to pdf |
12. | March 13, 2024 | link to pdf |
13. | March 18, 2024 | link to pdf |