Being a weblog devoted to a variety of topics. Including Mathematics. And Mathematical Finance. Sometimes with homework.

Monday, January 10, 2011

21-270: Welcome to Introduction to Mathematical Finance

Welcome to 21-270 Introduction to Mathematical Finance. This blog will be used for announcements and information related to the course. You will find your homework assignments on the Schedule Page of the Course Website. There is also a Blackboard site for the course, which will be used to distribute the text and solutions to assignments, and also to allow you access to your recorded grades.

During the semester, we will investigate the pricing of derivative securities (derivatives) and of fixed income securities (bonds). We will focus on some apparently simplistic models of financial markets. These models, though, illustrate many of the concepts that are necessary to develop and understand more complicated models in 21-370 Discrete Time Finance and 21-420 Continuous Time Finance. Moreover, some of the models we will consider play a direct role in building the models used in Discrete Time Finance.

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