Math 181: Mathematics of Finance
Fall 2003
Mathematics Department, UCLA
Instructor
Russel Caflisch
Office: 7619A Math Science Bldg
Office hours: MWF 11-12
Virtual office hours: through the site below
Course Information
Hours: MWF 1-1:50
Room: 6627 Math Science Bldg
TA: Alex Smith
TA office and hours: Math Science Bldg 2963, Tu 2-3 and Th 1-2
Discussion Section: Tu 1-1:50, Math Science Bldg 6627
Text: "Options, futures and other financial derivatives" by John
Hull
Midterm date: Monday, November 3
Final exam: Wednesday, December
10, 2003, 8:00am-11:00am
Policies (Tentative and subject to change)
Exams are open book, open notes, calculators allowed
Makeup exams by special advance arrangement only (i.e. arranged before
scheduled exam)
Homework: Distributed every Wednesday, due following Wednesday
No late homework.
Grades: 30% homework, 30% midterm, 40% final exam
Lecture Notes (Adobe pdf files)
These will be not be handed out in class. Please print them out before each
class.
Homework Assignments (Adobe pdf files)
Homework 3 : Hull Chapter 10 (Introduction to Binomial Trees) p. 214:,
10.4, 10.5, 10.6, 10.7
Midterm Samples
Final Exam Samples
Excel/Basic Monte Carlo programs for Homework 7
To send messages or questions to me, click here: caflisch@math.ucla.edu.
Caflisch's homepage:
email:
caflisch@math.ucla.edu
Phone:
(310)206-0200 (office)
(310)206-6673 (fax)
Address:
Mathematics Department
UCLA
Los Angeles, CA 90095-1555
Office:
7619A Mathematical Sciences Building