MATH4210  Financial Mathematics  2022/23
Announcement
 Assignment 1 has been posted and it is due before 11:59pm on Oct 10th, 2022.
 The grades and the solutions of the midterm exam have been released on Blackboard. You can pick up your exam booklets in class on Monday (Nov 7th).
 Assignment 2 has been posted and it is due before 11:59pm on Nov 15th, 2022
 The deadline of assignment 2 has been extended to Nov 19 (Saturday).
General Information
Lecturer

Tan Xiaolu
 Office: LSB 227
 Email:
Teaching Assistant

Kang Jiazhi
 Email:

Wang Bin
 Email:
Time and Venue
 Lecture: Monday, 14:3016:15 (Wu Ho Man Yuen Bldg 506); Wednesday, 14:3015:15 (Science Centre L3)
 Tutorial: Wednesday, 15:3016:15 (Science Centre L3)
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 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.
 Advanced Financial Mathematics, lecture notes from University of Münster (https://www.unimuenster.de/imperia/md/content/Stochastik/financial_mathematics.pdf)
Preclass Notes
Lecture Notes
Class Notes
Tutorial Notes
 Tutorial_1_Sol
 Tutorial_2_Sol
 Tutorial_3_Sol
 Tutorial_4_Sol
 Tutorial_5_Sol
 Tutorial_6_Sol_v2
 Tutorial_7_Sol
 Tutorial_8_Sol
 Tutorial_9_Sol
 Tutorial_10_Sol
 Tutorial_11_Sol
Assignments
Solutions
Assessment Scheme
Assignments and Quiz  20%  
Midterm Examination  20%  
Final Examination  60% 
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 30, 2022 13:44:54