MATH 5760/6890, FALL 2012
Introduction to Mathematical Finance I
Instructor: Jingyi Zhu, LCB 335, 801-581-3236, zhu@math.utah.edu
Class Schedule: TH: 9:10-10:30 am, LCB 121
Office Hours: MW 12:00 - 1:30 pm, or by appointment, LCB 335
Text: M. S. Joshi,
The Concepts and Practice of Mathematical Finance,
2nd Edition
(2008), Cambridge University Press, ISBN 978-0-521-51408-8.
Prerequisites: Introduction to Probability (Math 5010) and Differential Equations (Math 2280)
Syllabus
Lecture Notes:
Chapter 1
Chapter 2
Chapter 3
Chapter 4
Chapter 5
Chapter 6