School of Mathematics and Statistics
Senior
The University of Sydney
spcr

MATH3975 Financial Mathematics (Advanced)

 

General Information

 

This page contains information on the Senior advanced Unit of Study MATH3975: Financial Mathematics (Advanced).

  • Taught in Semester 2.
  • Credit point value: 6.
  • Classes per week: Three lectures and one tutorial.
  • Lecturer(s): William Bertram.

Please refer to the Senior Mathematics and Statistics Handbook for all questions relating to Senior Mathematics and Statistics. In particular, see the MATH3975 handbook entry for further information relating to MATH3975.

You may also view the Faculty Handbook entry for MATH3975 from the central units of study database.

 

Tutorial Problems and Solutions

 
There are a large number of questions in the first set of tutorial problems. Many of these problems are intended to cover the basics of riskless interest rates and riskless asset pricing. Students are not expected to do all of the problems.
  • Please note that all asterisked questions are 'Advanced (MATH3975) Only'.
Download Tutorial Problems and Solutions (PDF files) here.
 

Unit Assessments

 
Assessments for MATH3075 and MATH3975 are as follows:
  • Two class quizzes worth 10% each = 20%
  • End of semester Exam worth 80%
 

Timetable

 

Last revised 19/08/08

All rooms are in the Carslaw building unless otherwise indicated.

MATH3975MondayTuesdayWednesdayThursdayFriday
noon Tutorial
350
(Wks 2-13)
Kobeissi R
 
 
 
 
1pm  
 
 
Tutorial
251
(Wks 2-13)
Zhang Y
 
2pm  
 
 
 
Tutorial
350
(Wks 2-13)
Ting M
4pm Lecture
273
Ivers DJ
 
Lecture
273
Ivers DJ
Lecture
273
Ivers DJ