A course in the Master of Science program in
Mathematics in Finance
Courant Institute of Mathematical Sciences,
New York University
Fellow of the program in Mathematics in Finance, and
Director of the Financial Analytics group,
CDC North America
May 6. The final set of notes that supersedes all previous versions and contains the final exam. Postscript format, or PDF format. The final exam starts on page 160. New version posted May 11 to fix a typo in the May 6 version.