Pricing and Hedging, spring term, 1999

A course in the Master of Science program in

Mathematics in Finance

at the

Courant Institute of Mathematical Sciences,

New York University

Craig Gustafson,

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.