Stochastic Calculus and Mathematical Finance

Section 39737

  • Session Dates (session code 001)
    First day of classes:
    Monday, August 26, 2019
    Last day to add:
    Friday, September 13, 2019
    Last day to drop without a mark of "W" and receive a refund:
    Friday, September 13, 2019
    Last day to withdraw without a “W” on transcript or change pass/no pass to letter grade:
    Friday, October 11, 2019
    Last day to drop with a mark of "W":
    Friday, November 15, 2019
    End of session:
    Wednesday, December 18, 2019



  • Book List Prices and book list are subject to change.
    • Shreve. Stochastic Calculus for Finance I. (Recommended)
      ISBN: 9780387401003
      New: $54.95
      Used: $41.25
      Rental: $25.28 (Used)
    • Bjork. Arbitrage Theory in Continuous Time. (Required)
      ISBN: 9780199574742
      New: $90.00
      Used: $67.50
      Rental: $72.00 (New), $41.40 (Used)
    • Cvitanic. Intro to Economics & Mathematics of Financial Market. (Recommended)
      ISBN: 9780262033206
      New: $122.75
      Used: $92.25
    • Shreve. Stochastic Calculus for Finance II: Continuous-Time Models. (Recommended)
      ISBN: 9780387401010
      New: $74.95
      Used: $56.25
      Rental: $34.48 (Used)
    Purchase from USC Bookstore