I.Contents：
Markowitz portfolio theory; options, futures and forwards; discrete time pricing models; binomial model; Black- Scholes model; American options
II.Course prerequisite：
Calculus, elementary probability, linear algebra
III.Reference material ( textbook(s) )：
S. Roman, 〝Introduction to the Mathematics of Finance〞, Springer
S. Pliska, 〝Introduction to Mathematical Finance〞, Blackwell
P. Koch Medina and S. Merino, 〝Mathematical Finance and Probability〞, Birkhauser
A. Etheridge, 〝A Course in Financial Calculus 〞, Cambridge
IV.Grading scheme：
Homework: 20%
Midterm examination: 40%
Final examination: 40%