USC Schedule of Classes

Stochastic Calculus and Mathematical Finance

Section 39737

• Session Dates (session code 060)

  First day of classes:

  Monday, August 17, 2020

  Last day to add:

  Friday, September 4, 2020

  Last day to drop without a mark of "W" and receive a refund:

  Friday, September 4, 2020

  Last day to withdraw without a “W” on transcript or change pass/no pass to letter grade:

  Friday, October 2, 2020

  Last day to drop with a mark of "W":

  Friday, November 6, 2020

  End of session:

  Tuesday, November 24, 2020





• Book List Prices and book list are subject to change.
  • Shreve. Stochastic Calculus for Finance II: Continuous-Time Models. (Recommended)
    ISBN: 9780387401010
    New: $74.95
    Used: $56.25
    Rental: $29.98 (Used)
  • 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 I. (Recommended)
    ISBN: 9780387401003
    New: $69.99
    Used: $52.50
    Rental: $28.00 (Used)
  • Cvitanic. Intro to Economics & Mathematics of Financial Market. (Recommended)
    ISBN: 9780262033206
    New: $122.75
    Used: $92.25
    
  Purchase from USC Bookstore