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:

Practice problems

Lecture notes

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

MTH 4500 notes from classes

DateLink
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 6, 2024 link to pdf