APM 466 / MAT 1856
This is an introductory course to a variety of topics in Mathematical Finance; the objective of the course is to give students a broad view of the field. The themes developed in the course include bond and fixed income mathematics, asset and derivative pricing, credit risk, investments and hedge funds. The course is cross-listed as an undergraduate course and a graduate course. The course has a textbook on the Tophat platform, which also contains all the presentations given in class.
The TA for this course is Julio Hernandez Bellon, who can be reached at email@example.com
He will hold officer hours on Fridays from 2 to 3 pm, in BA7256.
The course has a facebook page linked to the email address
While this will not be an official communication channel for the course, in the past it has proved to be a valuable system to issue occasional announcements quickly, and some students use that as a venue to ask questions in a manner that will be visible to other students. If you do use it for that purpose, I will try to answer in a timely fashion, but please make communications open so others can see my answers.
For assignment 1, students will need to access Canadian bond price data, which can be obtained in the link below:
You can download Assignment 2 here.
You can download the lecture notes below: