MA 547 Financial Mathematics
Spring, 2009           T, Th 11:45am-1:00pm               HA 320
http://www4.ncsu.edu/~tpang/MA547/MA547.html

1.  Instructor:             Dr. Tao Pang                     Office:             Harrelson Hall 226
    Telephone:              513-2110                            Email:              tpang@ncsu.edu
   Office hours:          T, Th, 1:45pm-2:45pm or by appointment.

2. Prerequisites: Introduction to Probability and Stochastic Processes (MA (ST) 546). Some knowledge of MATLAB is welcome but not required.

3. Textbooks:

-        A Course in Financial Calculus, by Alison Etheridge, Cambridge University Press (2002). Required.

Syllabus

Assignments and Exams

Class Calendar
 

Extra Office hours:

                       Wednesday, 04/29/2009 1:00pm-2:30pm.

Final Exam:    Thursday, 04/30/2009 8:00am-11:00am.