Second Semester of Academic Year 2010-2011
MA 372 Stochastic Calculus for Finance
Course Webpage

Instructor:   Dr. Selvaraju N.

Syllabus: This is a follow-up course of `Financial Engineering I' that covers mainly the theory of stochastic calculus, along with its application to the simple continuous-time model of financial markets, the Black-Scholes-Merton model.   Detailed Syllabus

Lecture Timings: This course has weekly THREE contact hours (in A-Slot).
Tuesday 09:00 - 09:55
Wednesday 10:00 - 10:55
Thursday 11:00 - 11:55

Venue:  Lectures: Room 1103 (Core I), Academic Complex

Evaluation Plan:
Quizzes, Assignments and other components
(as announced in the class)
20 marks
Mid-Semester Examination
30 marks
End-Semester Examination
50 marks
Total 100 marks

General Instructions:


For any queries or help in MA 372 course, contact the instructor (Office: E204, Academic Complex, Extn. 2611).