MATH 530B: Stochastic Calculus and Mathematical Finance

Session Dates (session code 001)

First day of classes:
Monday, January 11, 2016

Last day to add:
Friday, January 29, 2016

Last day to drop without a mark of "W" and receive a refund:
Friday, January 29, 2016

Last day to withdraw without a “W” on transcript or change pass/no pass to letter grade:
Friday, February 26, 2016
Last day to drop with a mark of "W":

Friday, April 8, 2016

End of session:
Wednesday, May 11, 2016
Book List Prices and book list are subject to change.
- Bjork. Arbitrage Theory in Continuous Time. (Required)
  ISBN: 9780199574742
  New: $90.00
  Used: $67.50
  Rental: $58.50 (New), $31.50 (Used)
- Bjork. Arbitrage Theory in Continuous Time. (Required)
  ISBN: 9780191572005
  eBook: $84.99
- Cvitanic. Intro to Economics & Mathematics of Financial Market. (Recommended)
  ISBN: 9780262033206
  New: $104.50
  Used: $78.50
- Shreve. Stochastic Calculus For Finance I: Binomial Asset etc. (Recommended)
  ISBN: 9780387249681
  New: $63.25
  Used: $47.50
  Rental: $47.44 (New), $22.14 (Used)
- Shreve. Stochastic Calculus for Finance II: Continuous-Time Models. (Recommended)
  ISBN: 9780387401010
  New: $88.50
  Used: $66.50
  Rental: $57.53 (New), $30.98 (Used)
Purchase from USC Bookstore

USC Schedule of Classes