ecg590i_fall2008_syllabus

ecg590i_fall2008_syllabus - North Carolina State University...

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North Carolina State University Department of Economics Fall 2008 SYLLABUS Class Day and Time: Tu±Th 1:30 - 2:45 PM Cox Hall, Room 209 Instructor: John Seater Of²ce: 4146 Nelson Hall Tel: 919-513-2697 Email: [email protected] Web: http://www4.ncsu.edu/ jjseater Of²ce Hours: necessary by appointment Prerequisites: ± Multivariable calculus (partial differentiation and multiple integration) ± the kind of material covered in NCSU’s math courses MA231 or MA242. Better would be advanced calculus, such as MA425, or any real analysis course beyond that. ± Ordinary differential equations ± see MA301. ± Linear algebra ± see MA305. ± Probability theory ± see MA421. No economics or ²nance background is required, but you would ²nd at least one course in basic economics (such as EC201) useful. Those of you enrolled in the Financial Mathematics program should consider taking a course in microeconomic theory (EC301 or ECG700) at some point to acquire more understanding of how markets work. If you are interested in studying the behavior of interest rates, a course in macroeconomic theory (such as EC302 or ECG703) is essential. However, for this course ± ECG590I ± you can do well without any of that material. Required textbooks: (1) Hull, John C., , 7th edition, Pearson Education, 2006, ISBN 0-13-149908-4. (2) Hull, John C., , 7th edi- tion, Pearson Education, 2006, ISBN 0-13-149906-8. The Text and the Student Solutions Manual will be available at the University textbook store. The will be sold in a package, which is cheaper than buying them separately. For this course, you can buy the 6h edition of both the text and the student solutions manual. Most of, the differences between it and the 7th edition do not pertain to the material covered in our course. The 7th edition’s Chapters 17 and 18, which we cover in this course, were Chapters 15 and 1
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16 in the 6th edition. I believe the problem sets at the ends of those two chapters are the same in the two editions except for the different chapter numbers. Electronic material:
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This note was uploaded on 10/05/2009 for the course ECG 590 taught by Professor Msmorril during the Fall '08 term at N.C. State.

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ecg590i_fall2008_syllabus - North Carolina State University...

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