MATH 449:   Mathematical Finance


MATH 311 or equivalent, some computing experience

Course Outline and Syllabus


The grades will be assigned based, roughly, on a usual 100 point scale. Some deviations in students' favor are possible (across the whole section, NEVER to individual cases). There will be about 6-8 assignments throughout the course. A significant part of each assignment will be graded. No late homeworks will be accepted, all HWs will be counted towards your final grade.

Class Demos (matlab code)

Office hours: M, W, F 10-11:30 a.m., or by appointment

Lecture Notes: Week1, Week2-3, Week4, Week5, Law of Large Numbers and Kelly Rule of Betting, Week6, Week7


Lateness and Absence

Midterm and final exams makeups will not be allowed, except for the REAL emergencies. Those should be communicated to (and agreed to by) me ahead of time whenever possible. If not possible it will have to be supported by a solid evidence.

Withdrawing from the course

You may withdraw from the course up to the last day of the sixth week of class. If you do not withdraw by then, you will receive a grade for the course.

Academic Honesty

The university's Academic Honesty policy is in full effect for this course. Please read Section 11: "Academic Honesty" in the Drexel University Student Handbook to make sure you are familiar with this policy.