Teaching
 
 
 
 
Math/Stat 395 - Introduction to Probability - Spring 2013


This is the second quarter of introduction to probability at undergraduate level.

Go to class Web site.  
 
 
 
Math 480 - Stochastic Calculus for Option Pricing - Spring 2013


The course is devoted to Brownian motion, stochastic analysis and applications to mathematical finance at undergraduate level.

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Math/Stat 491 - Introduction to Stochastic Processes - Winter 2013


The main topics covered by the class will be Markov processes and martingales. Math 491 can be taken as a stand-alone course on basic stochastic processes or as a foundation for Math 480 `Stochastic Calculus for Option Pricing', to be offered in Spring 2013.

Go to class Web site.  
 
 
 
Financial mathematics

See a list of books on financial mathematics and probability which may be helpful if you are interested in this topic.

Last modified: March 20, 2013, 13:36        Bookmark and Share