- Lecture Notes / Slides
- Examples / Solutions
- Reading List / Past Papers
Lecture notes for the course will appear here on Mondays for the following week.
Examples and solutions for the course will appear here on Fridays.
Reading list for the course.
The Mathematics of Financial Derivatives
Wilmott, P., Howison, S., Dewynne, J., "The Mathematics of Financial Derivatives", Cambridge University Press, (1995) ISBN: 0521497892
Please follow the link for podcasts of the lecture, the written additions to the notes will be recorded there. If you log onto Blackboard, the discussion forum can be found under the communication tab. If you are already logged in follow the link below. I will try to answer any queries or emails on the forum.