CourseInfo - ORIE 569 Financial Engineering with Stochastic Calculus II Spring 2008 Timings and location Lecture MW 8:40-9:55 HO 110 Recitations T

Info iconThis preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon
ORIE 569 Financial Engineering with Stochastic Calculus II Spring 2008 Timings and location • Lecture: MW 8:40-9:55 HO 110 • Recitations: T 2:55-4:25 OH 245, F 2:55-4:25 PH 213 Instructor: Professor Alexander Schied, 232 Rhodes, 254 5243, email: as878 Teaching assistant: Serkan Kirac (ysk7) Office hours TBA Book S. Shreve: Stochastic Calculus for Finance II, Continuous Time Models . (same book as for 568) Other books are on reserve in the Engineering Library Course Website: Many course materials (including handouts, homework assignments/solutions, announcements, exam solutions, etc) will be posted at our course website: mmon/course.pl?course_id=_22846_1 Or go to blackboard.cornell.edu and follow links. You must register. Approximate syllabus : Chapters 6-11 in textbook; parts may be substituted with additional material Risk-neutral pricing and partial differential equations. Valuation of exotic options (barriers, lookbacks, Asians).
Background image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Image of page 2
This is the end of the preview. Sign up to access the rest of the document.

This note was uploaded on 08/05/2008 for the course ORIE 569 taught by Professor Alexanderschied during the Spring '08 term at Cornell University (Engineering School).

Page1 / 2

CourseInfo - ORIE 569 Financial Engineering with Stochastic Calculus II Spring 2008 Timings and location Lecture MW 8:40-9:55 HO 110 Recitations T

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online