Joel Friedman's Math 608D Page

I will be teaching an introductory graduate level course in math finance (in Spring 2001). Despite its 600 level number, the course should be accessable to advanced undergraduates or graduates with some exposure to probability theory.

Below are last year's materials. This year's materials will be the same, except that the problem sets and maple worksheets may be embellished.

The files here are either (1) Maple Worksheets (*.mws), which your browser may well interpret as plain text, or (2) pdf files. Those files in pdf format require the Acrobat Reader (click here to download this free reader).

Blurb A general blurb about the course.
Grading in this course depends on how well you complete a "reasonable number" of the following problem sets: review probability homework, time series homework, Brownian motion homework.
Some associated maple worksheets include: review_prob worksheet, AR(1) worksheet.
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