Welcome to MATH570800's course page! We're thrilled to embark on this journey with you, diving deep into the captivating intersection of finance and mathematics. This course will guide you through various mathematical finance topics such as financial data analysis, portfolio construction, trading/hedging strategies, and beyond. Our aim is to deepen your grasp of mathematical finance's core principles and their application in the real financial market. Along the way, you'll collaborate with a diverse group of peers on problem-solving tasks. We urge you to be inquisitive, team up with fellow learners, and immerse yourself in cutting-edge techniques. At the course's culmination, you'll showcase the knowledge and skills you've accrued. Let's embark on this enriching voyage of exploration and understanding!
Lecture time: MF 10:10-11:30 at Room 119, General Building III
Office hours: MF 11:30-14:00 at or by appointment
Instructor: Shen-Ning Tung ([email protected])
TA: Sih-Yu Li ([email protected])
Evaluation: Your grade will be based entirely on your project performance.