# Math 174E, Mathematics of Finance, Fall 2017

**Time and place: ** MTW, 10am-10:50am, MS 5117.

**Instructor: ** Mario Bonk

**Office: ** MS 6137

**Office hours: ** Mo, 1pm-2pm; Th, 1pm-2pm; and by appointment.

**E-mail: ** mbonk at math.ucla.edu

**Phone: ** (310) 825-4948

**Discussion session: ** Tu, 10am-10:50am, MS 5117, with
Ioannis Lagkas Nikolos.

**Textbook: ** J.C. Hull, Options, Futures, and other Derivatives, Pearson, Boston, 2009.

**Grading: ** The course grades are based on weekly homework (20%), two midterm exams (20% each), and the final exam (40%).

**Midterm 1: ** Fr, October 27, in class.

**Midterm 2: ** Fr, November 17 in class.

**Final exam: ** We, December 13, 11:30am-2:30pm, MS 5117.

**Prerequisites:** Calculus and linear algebra, basic knowledge of probability.

**Sample exams from Falll 2016:**
Midterm1, Final Exam

**Course material:** We will roughly cover the material
corresponding to Chapters 1, 2, 4, 5, 10, 11, 12, 13, 14, 15, 19
in the ninth edition of Hull's book.

** Homework assignments: ** A standing assignment for this course is to follow the financial markets. Find a good web-site for
this and look at the information regularly. Discussion in class, homework, and exam problems will be based on current financial market data.

- Homework 1: Read Ch. 1+2 (in Hull).
** Turn in:**
HW1. Due: Mo, Oct. 2.

- Homework 2:
** Turn in:**
HW2. Due: Fr, Oct. 6.

- Homework 3:
** Turn in:**
HW3. Due: Fr, Oct. 13.

- Homework 4: Read Ch. 4 (in Hull).
** Turn in:**
HW4. Due: Fr, Oct. 20.