Syllabus: This course covers some of the stochastic calculus techniques that are employed in mathematical finance   Detailed Syllabus

Lecture Timings: This course has weekly THREE lectures:

Monday	12:00 - 12:55
Tuesday	11:00 - 11:55
Wednesday	11:00 - 11:55

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

Academic Calendar

Evaluation Plan:

Quiz (Average of two or more quizzes)	10 marks
Assignments	10 marks
Mid-Semester Examination (Two hours exam)	30 marks
End-Semester Examination (Three hours exam)	50 marks
Total	100 marks

General Instructions:

• Attendance in lectures is compulsory. Students who do not meet 75% attendance requirement will NOT be allowed to write the end-semester examination.
• 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 (syllabus) for mid-semester examination 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.