MATH 3900
Financial Mathematics
Lec 01 selected
This course is an introduction to derivative pricing. Topics include: binomial tree model, stochastic calculus, Itô calculus, Black-Scholes model, market price of risk, log-normal models.
Sections
Lecture
Lec 01
Mon, Wed, Fri 9:35-10:25
From the syllabus
From the Winter 2026 syllabus by John Rumsey. Open the PDF
Grading
20%Assignments (8)Each worth 2.5%
35%MidtermFeb 26; covers material presented before that date
45%Final examCumulative; date set by registrar
Course rules
- Late work
- Late assignments are not accepted; missed assignments receive zero.
- Missed midterm
- There is no make-up midterm; a missed midterm receives zero.
- Assignments
- Assignments must be completed individually, though discussion with students and the instructor is encouraged.
- Submission
- Submit assignments electronically through BrightSpace before the due date; PDF format is preferred.
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