MATH4210  Financial Mathematics  2019/20
General Information
Lecturer

Tan Xiaolu
 Office: LSB 227
 Email:
Teaching Assistant

Chan Hei Long
 Email:

Zhou Yue
 Email:
Time and Venue
 Lecture: Monday, 13:3015:15; Tuesday, 14:3015:15, @LSB LT3
 Tutorial: Tuesday 15:3016:15 @LSB LT3
Course Description
Topics of this course will include: Basic option theory, forward and futures contracts, interest rate, binomial tree model, Ito's Lemma, BlackScholes model, free boundary problems of options, etc. Students taking this course are expected to have knowledge in probability and differential equations.
There will be 2 quizzes, 1 midterm examen, 1 final examen, and some homework.
References
 Financial Mathematics, Derivatives and Structured Products, by Chan, R., Guo, Y., Lee, S.T., and Li, X.
 Options, Futures, and Other Derivatives, by Hull, J.
Preclass Notes
Lecture Notes
Class Notes
Tutorial Notes
Assignments
Solutions
Assessment Scheme
Quiz 1  20%  
HW13  20%  
HW4  10%  
Midterm Examination  50% 
Honesty in Academic Work
The Chinese University of Hong Kong places very high importance on honesty in academic work submitted by students, and adopts a policy of zero tolerance on cheating and plagiarism. Any related offence will lead to disciplinary action including termination of studies at the University. Although cases of cheating or plagiarism are rare at the University, everyone should make himself / herself familiar with the content of the following website:
http://www.cuhk.edu.hk/policy/academichonesty/and thereby help avoid any practice that would not be acceptable.
Assessment Policy Last updated: November 21, 2019 08:31:36