Syllabus: This is a second course on financial engineering and a follow up of the course MA372 (Stochastic Calculus for Finance). It covers mainly the continuous time models, incomplete market models, and the interest rate models.   Detailed Syllabus

Lecture Timings: This course has weekly THREE contact hours (in D1-Slot).

Monday	16:00 - 16:55
Tuesday	16:00 - 16:55
Friday	15:00 - 15:55

Venue:  Lectures: Room 5102 (Core 5), Academic Complex

Evaluation Plan:

Quizzes	20 marks
Attendance	5 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 continue the course. 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.
• The normal announcements regarding the quizzes, attendance, etc. will only be made in the class.