IEOR E4707:   Financial Engineering: Continuous-Time Models   

Lecture notes for this course can be found by clicking on the links below. If a link is missing then it probably means that I am planning to revise the corresponding notes and will post them when I am done. I will not be posting assignments or solutions to the assignments so please do not send me an email asking me to do so!  Finally, please note that I do not have time to answer emails asking me to clarify or explain issues arising in these notes.

1.      Discrete-Time Models (These notes overlap with material from the discrete-time finance course. I use them here to introduce the various concepts before moving to continuous time.)

2.      Introduction to Stochastic Calculus and Mathematical Finance

3.      Black-Scholes and the Volatility Surface

4.      Foreign Exchange and Quantos

5.      Beyond Black-Scholes