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 C-Slot).

Monday	10:00 - 10:55
Tuesday	11:00 - 11:55
Friday	09:00 - 09:55

Venue:  Lectures: Room 1103 (Core I), Academic Complex

List of Registered Students

Evaluation Plan:

Quizzes, Assignments and other components (as announced in the class)	20 marks
Mid-Semester Examination	30 marks
End-Semester Examination	50 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.