Math 527 - Stochastic Finance

Dr. Jan Rosinski
rosinski@math.utk.edu
Office hours: 3:30-4:30 MWF and by appointment.

• Announcements

Midterm exam: March 10, 2008 (Monday)
COURSE DESCRIPTION

Grading policy: homework will count for 30% of your final grade, midterm exam for 30%, and the final exam for 40%. Tentative grading scale: 90-100% = A, 85-89% = B+, 80-84% = B, 75-79% = C+, 70-74% = C, 60-70% = D, 59% and below = F.

• Homework Assigments

• Course materials

• Indicator function
• Solution to Problem 2.12.
• Properties of conditional expectations.

• Related materials

Finance Yahoo

Glossary of Financial Terms

PBS NOVA "The Trillion Dollar Bet" web site

SOME POPULAR BOOKS
Burton G. Malkiel, A Random Walk Down Wall Street, W. W. Norton and Company, New York, 1999.
Roger Lowenstein, When Genius Failed -- The rise and fall of long-term capital management, Random House, New York, 2000.