Mathematical Finance I - Summer 2017

Time/Room: Thu. 4th period (14:40-16:10), C801
Instructor: Keita Owari
Office Hours: random
Textbook: not required

Some Recommended Texts

[1]	Steven Shreve Stochastic Calculus for Finance I Springer-Verlag, New York, 2004. xvi+187 pp. ISBN: 0-387-40100-8 Japanese Translation: 今井 達也, 河野 裕一, 田中 久充, 長森 英雄, 長山 いずみ (訳) ファイナンスのための確率解析 I, 丸善出版, 2012
[2]	Freddy Delbaen and Walter Schachermayer The Mathematics of Arbitrage Springer-Verlag, Berlin, 2006. xvi+373 pp. ISBN: 978-3-540-21992-7; 3-540-21992-7 Note: Chapters 1 and 2 contain nice description of basic ideas of mathematical finance within the framework of finite probability space. The first two chapters are available at the second author's website:

Course Materials

• Lecture Notes
• Homework 1