Arjun Krishnan
Dominic Musumeci dmusumec@u.rochester.edu
FIN 205 and (MTH 143 or 162) and (one of STT 211, 212, 213, ECO 230, or MTH 201).
Mathematical concepts and techniques underlying finance theory; arbitrage pricing theory and option pricing. The emphasis will be on methods and proofs, rather than on plugging numbers into formulas.
Textbook: An Introduction to Quantitative Finance by Stephen Blyth
Final Grade = 20% Homework + 35% Midterm Exam + 45% Final Exam
Your letter grade will be determined by the following scale:
We will always round up at the borders. Scores will only be curved up, if at all.
More information on the homework page.
More information on the exam page.
All assignments and activities associated with this course must be performed in accordance with the University of Rochester’s Academic Honesty Policy.
You may work together on homework, but copying on homework or exams is NOT allowed, and it will be considered academic dishonesty.
Math Study Hall, Tutoring, and Other Resources
Work with your classmates (but don’t copy assignments). It is essential to not fall behind because each lecture is based on previous work. If you are having any difficulties, seek help immediately. Please attend office hours if you’re having trouble!
All assignments and activities associated with this course must be performed in accordance with the University of Rochester’s Academic Honesty Policy. More information is available at: www.rochester.edu/college/honesty. This resource is great, and has a great FAQ section. One of the policies is that if you’re found cheating, the instructor is required to report you. I intend to follow this policy.
The University of Rochester respects and welcomes students of all backgrounds and abilities. In the event you encounter any barrier(s) to full participation in this course due to the impact of a disability, please contact the Office of Disability Resources. The access coordinators in the Office of Disability Resources can meet with you to discuss the barriers you are experiencing and explain the eligibility process for establishing academic accommodations.
Office of Disability Resources (disability@rochester.edu; (585)275-9049; 1-154 Dewey Hall)
To be granted alternate testing accommodations, you (the student) must fill out forms with the Office of Disability Resources at least seven days before each and every exam. These forms are not sent “automatically.” Professors are not responsible for requesting alternative testing accommodations at the Office of Disability Resources, and they are not obligated to make any accommodations on their own.