MATH 582 – Mathematical Finance: Continuous Time

Spring 2009

Instructor: Tomasz R. Bielecki

 Basic Info:

• Syllabus
• Project 1
• Hedging in Financial markets by Martin Baxter
• Project 2
• Project 3

Supplementary materials:

• The Margrabe Formula
• Lecture Notes by Prof. Stephane Crepey
• Frequently Asked Questions in Quantitative Finance by Paul Wilmott