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