MATH 771, Fall 2012 Mathematics of Finance Calendar Description Binomial model of stocks, stochastic calculus, martingales and arbitrage, Black‐Scholes equation and pricing derivative securities, fundamental theorems of asset pricing, models of equity and fixed income markets. Section   Time/Location   Instructor   Office Hours 01   Tues 1:30-2:30, Thurs 3:30-5:30, T 13 Room 105   Dr. T. Pirvu