MATH 5765/6895, SPRING 2013
Introduction to Mathematical Finance II
Instructor: Jingyi Zhu, LCB 335, 801-581-3236, zhu@math.utah.edu
Class Schedule: TH: 9:10-10:30 am, JWB 333
Office Hours: TH 11:00 am - 12:30 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 Mathematical Finance I (Math 5760/6890)
Syllabus
Lecture Notes:
Chapter 13
Chapter 15