APM 466 / MAT 1856
You can meet the TA Julio at 2 pm on Tuesday April 25 in his office to pick up the second assignment (BA7256).
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 does not have a textbook; all material required to know is contained in the lecture notes below.
The TA for this course is Julio Hernandez Bellon, who can be reached at firstname.lastname@example.org
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 the lecture notes below: