MTH 4500: Introductory Finanical Mathematics


Marek Capinski, Tomasz Zastawniak Mathematics for Finance: An Introduction to Financial Engineering, Springer Undergraduate Mathematics Series, Springer; 2nd ed. 2011 (November 25, 2010), ISBN-10: 0857290819, ISBN-13: 978-0857290816

Suggested reading:

Additional Material and Past Exams

Errors and typos in the book

Portfolio theory

Barrier options

Black-Scholes model

Midterm 1 Midterm 2 Final
Practice 1 linklink link
Practice 2 linklink link
Practice 3 linklink link
Practice 4 linklink link
Practice 5 linklink link