Math 174E: Mathematical Finance  (Summer 2019)

  • Instructor: Hanbaek Lyu    (Email:, Office: MS 6156)
  • Office hours: (tentative) TF 2PM – 3PM
  • Lectures: MWR 11:00AM – 01:00PM at Lakretz 120 (course webpage)
  • Textbook:
    • John C. Hull, “Options, Futures and Other Derivatives“, 10th Edition. Pearson 2018
    • Rick Durrett, “Essentials of Stochastic Processes“, 2nd Edition
  • Prerequisites: 33A, 170A (or Statistics 100A), Economics 11
  • TA: Julian Ziegler-Hunts, (Email:, Office: MS 2963)
  • Lecture notes

Probability, combinatorics, and complex systems

%d bloggers like this: