wk | date | reading | topic | homework |
1 | 1/6 | Vol I Ch.1 | Binomial asset price model | |
1/8 | Vol I Ch.1 | Options | ||
1/10 | Vol I Ch.1 | Risk-neutral pricing | Pset 1 | |
2 | 1/13 | Vol II Ch.1.1 | Probability spaces | |
1/15 | Vol II Ch.1.2 | Random variables | ||
1/17 | Vol II Ch.1.3 | Lebesgue measure | Volume II, section 1.9, exercises 1.1, 1.2, 1.3, 1.4(i) | |
3 | 1/20 | no class (MLK) | ||
1/22 | Vol II Ch.1.4 | Monotone Convergence | ||
1/17 | Vol II Ch.1.5 | Expectations | ||
4 | 1/27 | Vol II Ch.1.6 | Radon-Nikodym | |
1/29 | Vol II Ch.2.1 | Stochastic process | ||
1/31 | Vol II Ch.2.3 | Conditional Expectation |