Monday 4pm 
Hicks LT7 
Wednesday 10am  Hicks LT2 
I encourage you to come to my office and ask me questions: If times above are not convenient, email me to set an appointment. I don't teach by email, so please ask your questions in person.
A pdf version of the syllabus is here.
A summary of the material in the course
Printable format
I will assign problems periodically.
Homework
#1 Due on Wednesday, October 12th 
Solutions

Homework #2  Solutions 
Homework
#3 
Solutions 
Homework #4  Solutions 
Homework
#5 
Solutions 
201213 exam and its
solution.
201314 exam
and its
solution.
201415 exam and its
solution.
201516 exam and its
solution. (Note correction to the solution of 3(iii)(b),(c) and 4(i)(a) in red).
Bond  Yield curve 
Stock  Option 
Futures contract  Forward contract 
Brownian motion  BlackScholes 
Modern portfolio theory  Capital asset pricing model 
Robert Shiller, one of the world's top economists, has made available online his course "Financial markets". You can watch videos of all the lectures here. Any students interested in Finance and Economics will benefit greatly from these very well delivered lectures. In particular, for MAS362 students this is a chance to learn the nonmathematical, reallife context of much of the material taught in the course. Highly recommended!
BlackScholes on TV and on the radio!
FT's John Authers on Volkswagen's short squeeze
Negative riskfree returns? See John Authers on Impossibilities in the markets and New York Times' Investors Buy U.S. Debt at Zero Yield.
Life
without a riskfree benchmark
How
logic can lead to a crisis (How many flaws can you find in
this argument against CAPM?)
You can look for finance job ads in QuantFinanceJobs.com and in wilmott.com.
Most positions require
experience and/or
postgraduate degrees but there are occasional positions where no
experience is
required.