Stochastic Calculus and Mathematical Finance

Section 39741

  • Session Dates (session code 001)
    First day of classes:
    Monday, January 8, 2018
    Last day to add:
    Friday, January 26, 2018
    Last day to drop without a mark of "W" and receive a refund:
    Friday, January 26, 2018
    Last day to withdraw without a “W” on transcript or change pass/no pass to letter grade:
    Friday, February 23, 2018
    Last day to drop with a mark of "W":
    Friday, April 6, 2018
    End of session:
    Wednesday, May 9, 2018
  • Book List Prices and book list are subject to change.
    • Cvitanic. Intro to Economics & Mathematics of Financial Market. (Recommended)
      ISBN: 9780262033206
      New: $140.25
      Used: $105.25
    • Bjork. Arbitrage Theory in Continuous Time. (Required)
      ISBN: 9780199574742
      New: $90.00
      Used: $67.50
      Rental: $72.00 (New), $36.00 (Used)
    • Shreve. Stochastic Calculus for Finance II: Continuous-Time Models. (Recommended)
      ISBN: 9780387401010
      New: $74.95
      Used: $56.25
      Rental: $29.98 (Used)
    • Jacod. Probability Essentials. (Recommended)
      ISBN: 9783540438717
      New: $62.50
      Used: $47.00
    Purchase from USC Bookstore