Introduction to Mathematical Finance
Spring, 2009

Math 594 Group Studies
Call Number: 21762-7
T R 2:30-3:48, UH 0028

Instructor: Chunsheng Ban

Based on the binomial asset pricing model, this course
introduces students to the basic mathematics used in financial
asset pricing.  It provides students with background ideas,
intuition, and motivation, and prepares students for further
study in stochastic calculus in continuous time.

Mathematics 530 or Statistics 420, or permission of instructor.

Stochastic Calculus for Finance I: the Binomial Asset Pricing Model
by Steven E. Shreve, Springer 2004

This course is not directly related to the actuarial exams, but
it provides deeper mathematical insight to derivative pricing,
which is part of Exam FM and Exam MFE.

The course is listed as Math 594 for 2009 spring.  It will be
Math 589 in the future.