MATH4210 - Financial Mathematics - 2020/21
- Zoom Link: https://cuhk.zoom.us/j/95856161294
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- Midterm Exam, 28th October 2020, 14:30-16:00.
- Office: LSB 227
Wong Wing Hong
Time and Venue
- Lecture: Monday, 14:30-16:15; Wednesday, 14:30-15:15
- Tutorial: Wednesday, 15:30-16:15
Topics of this course will include: Basic option theory, forward and futures contracts, interest rate, binomial tree model, Ito's Lemma, Black-Scholes model, free boundary problems of options, etc. Students taking this course are expected to have knowledge in probability and differential equations.
There will be 1 mid-term examen, 1 final examen, and some homework.
- 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.
- Tutorial 1
- Tutorial 2
- Tutorial 3
- Tutorial 4
- Tutorial 4 (extra notes)
- Tutorial 5
- Tutorial 6
- Tutorial 7
- Tutorial 8
- Tutorial 9
- Tutorial 10
- Assignment 1 (Deadline: 30 September) (Version 2)
- Assignment 2 (Deadline: 16 October)
- Assignment 3 (Deadline: 28 November)
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 25, 2020 16:24:54