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Douglas Kennedy
Trinity College
Cambridge CB2 1TQ


ADVANCED FINANCIAL MODELS

Michaelmas 2006

This page will provide information on organizational details for this course. There will be complete lecture notes provided for the course which will be handed out in the lectures from time to time.

EXAMPLES CLASSES

There will be four examples classes -- one on each of the four examples sheets. Please note that the days for the first three have been changed from those previously advertised.

  1. Examples Class 1:    Monday 30th October 2.00pm,  Room MR3, CMS
  2. Examples Class 2:    Monday 13th November 2.00pm,  Room MR3, CMS
  3. Examples Class 3:    Monday 27th November 2.00pm,  Room MR3, CMS
  4. Examples Class 4:    Tuesday 23rd January 2.00pm,  Room MR3, CMS

BIBLIOGRAPHY

You may download an extended selected bibliography on mathematical finance which may be useful for further study. It is available in  POSTSCRIPT   ,   PDF   or  DVI   format

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