Syllabus: This is a follow-up course of `Financial Engineering I' that covers mainly the theory of stochastic calculus, along with its application to the simple continuous-time model of financial markets, the Black-Scholes-Merton model.   Detailed Syllabus

Lecture Timings: This course has weekly THREE contact hours (in A-Slot).

Tuesday	09:00 - 09:55
Wednesday	10:00 - 10:55
Thursday	11:00 - 11:55

Venue:  Lectures: Room 1104 (Core I), Academic Complex

Evaluation Plan:

Quizzes, Assignments and other components (as announced in the class)	25 marks
Mid-Semester Examination	30 marks
End-Semester Examination	45 marks
Total	100 marks

General Instructions:

• Attendance in all the lecture hours is compulsory. Students who do not meet minimum (as per the policy of the institute) attendance requirement will NOT be allowed to write the end-semester examination. They will be awarded an 'F' grade.
• If any one fails to write any of the quizzes or the mid-semester examination then NO make-up examination will be conducted.
• The portion (of the syllabus) for the mid-semester examinations will be in general from the first lecture to the last lecture just before the mid-semester examination. The end-semester examination will cover all topics.