MA 547 Financial Mathematics
Spring, 2008 T, Th
11:45am-1:00pm
HA 370
http://www4.ncsu.edu/~tpang/MA547/MA547.html
1. Instructor: Dr.
Tao Pang Office: Harrelson Hall 226
Telephone: 513-2110 Email: tpang@math.ncsu.edu
Office hours: T, Th
1:45pm-2:45pm or by appointment.
Teaching Assistant: Wei Wan Office: 2153 Burlington Labs
Email: wwan@ncsu.edu
Office Hours: M, W, 11:10am - 12:10 pm
2. Prerequisites: Introduction to Probability and Stochastic Processes (MA (ST) 546 or Equivalent). Some knowledge of MATLAB is welcome but not required.
3. Textbooks:
- A Course in Financial Calculus, by Alison Etheridge, Cambridge University Press (2002). Required.