Syllabus: This is an introductory course on financial mathematics that covers, along with the required fundamentals of probability theory and stochastic processes, the pricing of basic financial derivatives.   Detailed Syllabus

Lecture Timings: This course has weekly THREE lectures (in G-Slot):

Monday	12:00 - 12:55
Wednesday	12:00 - 12:55
Friday	12:00 - 12:55

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

Class Schedule

Evaluation Plan:(tentative)

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 the minimum (as 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 (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.