Stochastic Calculus and the Mathematics of Finance

PROFESSOR: Laurentiu Maxim.

CLASS SCHEDULE: Tue, Thu, 7:50-9:30 PM, Room G327.

CLASS HOMEPAGE: http://comet.lehman.cuny.edu/maxim/finance.html

DESCRIPTION:

TEXTBOOK:

PREREQUISITE:

GRADE: Homework: 25%, Midterm: 25%, Final Exam: 50%.

SYLLABUS