Math 174E: Mathematical Finance (Summer 2019)
- Instructor: Hanbaek Lyu (Email: hlyu@math.ucla.edu, 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: julianzh@math.ucla.edu.com, Office: MS 2963)
- Lecture notes
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Probability, combinatorics, and complex systems
Hanbaek Lyu 