15-Week Schedule
Chapter n = Week n = Module n
The course maps one chapter to one week to one laboratory module. Week 15 is reserved for review, the final laboratory clinic, and the examination.
| Week | Part | Chapter | Laboratory Module |
|---|---|---|---|
| 1 | I | Ch 1 · The Mathematical Architecture of Modern Finance | Module 1 · Probability and State Space Explorer |
| 2 | I | Ch 2 · Probability, Uncertainty, and Financial States | Module 2 · Probability and Distribution Lab |
| 3 | I | Ch 3 · Information, Conditional Expectation, and Filtrations | Module 3 · Information and Conditional Expectation Simulator |
| 4 | I | Ch 4 · Valuation, No-Arbitrage, and State Prices | Module 4 · State Prices, Completeness, and Bounds |
| 5 | I | Ch 5 · Martingales, Change of Measure, and Risk-Neutral Valuation | Module 5 · Fair Games, Measure Change, and Dynamic Hedging |
| 6 | II | Ch 6 · Stochastic Processes and Financial Dynamics | Module 6 · Paths, Quadratic Variation, and Jumps |
| 7 | II | Ch 7 · Itô Calculus and Continuous-Time Finance | Module 7 · Stochastic Calculus in the Hands |
| 8 | II | Ch 8 · Derivatives, PDEs, and the Feynman–Kac Bridge | Module 8 · The Pricing Machine |
| 9 | III | Ch 9 · Portfolio Choice and Dynamic Optimization | Module 9 · The Allocation Laboratory |
| 10 | III | Ch 10 · Stochastic Control and the Hamilton–Jacobi–Bellman Equation | Module 10 · The Control Room |
| 11 | III | Ch 11 · Optimal Stopping and Real Options | Module 11 · The Timing Desk |
| 12 | III | Ch 12 · Filtering, Learning, and Hidden States | Module 12 · The Learning Machine |
| 13 | IV | Ch 13 · Risk Measures, Ambiguity, and Robustness | Module 13 · The Risk Office |
| 14 | IV | Ch 14 · Equilibrium, Liquidity, and the Allocation of Capital | Module 14 · The Market Itself |
| 15 | — | Review · Final laboratory clinic | Examination |