Math 388-01: Modeling Financial Derivatives (Aug 30- Sep 27)
Instructor: A. Petters

One of the fundamental pillars of finance is the modeling
of financial derivatives. This minicourse assumes no background in
finance, introduces graduate students to the mathematical
models for futures, European options and other derivative products 
used in corporate finance, and covers the financial intuition 
underlying these instruments. Appropriate mathematical tools 
from stochastic calculus will be reviewed along the way. 
The course is also ideal for graduate students and postdocs considering
a career in finance.