MATH 4790/6900 Mathematics of Option Pricing
INSTRUCTOR: Professor Dan
Kannan,
Office: Room 442, Boyd; email: kannan@math.uga.edu
Office Hours: Mondays, Fridays
Lectures: Tuesdays and
Thursdays
TEXT: The Mathematics of
Finance; by Joseph Stampfli + Victor Goodman.
SYLLABUS: Chapters 1 – 7, [Some of the sections
may not be covered.] Chapter 8, if time
permits.
Midpoint Withdrawal Deadline: Tuesday, March 7.
Breaks: Monday, Jan 16 (MLK day); March 13-17 (spring break).
Tests: Exams: There will be three hour-exams scheduled for
Exam-1: Thurs, Feb 2;
Exam 2: Thurs, March 2;
Exam 3: Thurs, April 6. (40% of total weight.)
Homework: Homework will be assigned every week. (40% of total weight).
Final Exam: Tuesday, May 9;
University’s honesty code applies.
INSTRUCTIONS: I
encourage class participation. Feel free to stop me and ask pertinent questions
if you do not understand any part of the lecture. If you are willing to work
hard, I will be happy to help you. Work regularly.
I do not curve exams and do not give any make up exam. If you missed any test without a valid reason, your grade for that test will be zero. If you miss a test with valid reasons, the weight of that test will be added to the total weight of the final exam, and the weight of the Exams/Quizzes will correspondingly decrease.
You are expected to attend all lectures. In the classroom: Do not disturb your classmates and the lecture; No food (including gums); Turn off your cell phones before entering the class room.