Carnegie Mellon

21-270 Introduction to Mathematical Finance

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Textbook

There is no published textbook for this course. Readings will be assignmend from course notes written by Prof. William Hrusa and Prof. Dmitry Kramkov. These will be made available to you in pdf format via the Canvas site.

Calculators

In order to provide you with realistic problems, you will be permitted to use a calculator on the exams. However, in order to ensure a level playing field, and eliminate the advantages afforded by a powerful programmable calculator, you will be limited to one of two calculators: The Texas Instruments TI-30x IIS or TI-30Xa. These are scientific calculators that are similar to other TI calculators in operation. They are available in local stores or from online vendors for a modest price.

Instructor

A Dr. David Handron
email: handron@andrew.cmu.edu
Office: WEH 6214
Office Hours: Tuesday 3:30-5:30, or by appointment.
MWF
2:30-3:20
HOA 160

Teaching Assistants

Lily Chen
email: huipingc@andrew.cmu.edu
Office: WEH 6215
Office Hours: Sunday 2:00-4:00pm.
Cindy Ding
email: sijiad@andrew.cmu.edu
Office: WEH 6215
Office Hours: Monday 3:30-5:30pm.
Dallas Foster
email: dfoster@andrew.cmu.edu
Office: WEH 6215
Office Hours: Monday 5:30-7:30pm.
Yeolanda Huang
email: sidaih@andrew.cmu.edu
Office: WEH 6215
Office Hours: Tuesday 1:30-2:30pm, Thursday 1:30-2:30pm.
Daniel Weiss
email: dsweiss@andrew.cmu.edu
Office: WEH 6215
Office Hours: Tuesday 5:30-7:30pm.
Yang Yang
email: yangy4@andrew.cmu.edu
Office: WEH 6215
Office Hours: Wednesday 4:30-5:30pm, Thursday 4:30-5:30pm.