Stochastic Calculus and Mathematical Finance

Section 39737

  • Session Dates (session code 001)
    First day of classes:
    Monday, August 22, 2016
    Last day to add:
    Friday, September 9, 2016
    Last day to drop without a mark of "W" and receive a refund:
    Friday, September 9, 2016
    Last day to withdraw without a “W” on transcript or change pass/no pass to letter grade:
    Friday, October 7, 2016
    Last day to drop with a mark of "W":
    Friday, November 11, 2016
    End of session:
    Wednesday, December 14, 2016
  • Book List Prices and book list are subject to change.
    • 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: $50.60 (New), $12.65 (Used)
    • Shreve. Stochastic Calculus for Finance II: Continuous-Time Models. (Recommended)
      ISBN: 9780387401010
      New: $88.50
      Used: $66.50
      Rental: $57.53 (New), $35.40 (Used)
    • Bjork. Arbitrage Theory in Continuous Time. (Required)
      ISBN: 9780199574742
      New: $90.00
      Used: $67.50
      Rental: $58.50 (New), $36.00 (Used)
    Purchase from USC Bookstore