Syllabus

Mathematical Foundations of Modern Finance · Graduate Finance

Course description

A single-semester graduate treatment of the mathematics of modern finance, taught as one integrated system rather than a sequence of disconnected topics. The course develops, in order, the seven primitives of the field — uncertainty, information, value, time, decision, risk, and aggregation — and shows how the same state-price mathematics that prices a contingent claim also disciplines portfolio choice, the timing of irreversible commitments, risk measurement, and equilibrium. Each chapter opens with a decision facing the Meridian Endowment investment committee and closes with a hands-on laboratory module.

Prerequisites

  • Multivariable calculus and linear algebra
  • Probability at the level of a first rigorous course (random variables, expectation, conditioning)
  • Working programming ability (the companion laboratory is in Python; no prior finance required)

Measure-theoretic starred sections (∗) are self-contained and can be included or omitted without loss of continuity.

Structure

The course runs in four parts across fourteen chapters. The alignment convention is strict: Chapter n = Week n = Laboratory Module n = Instructor’s Manual Chapter n, and the Learning Outcome Statements LOS n.k are identical across all four components.

Part I · Uncertainty, Information, and Value (Weeks 1–5)

State prices and the fundamental theorems; probability and financial states; information and filtrations; no-arbitrage valuation; martingales and risk-neutral pricing.

Part II · Dynamics in Continuous Time (Weeks 6–8)

Stochastic processes and Brownian motion; the Itô calculus; derivatives, PDEs, and the Feynman–Kac bridge.

Part III · Optimization, Control, and Learning (Weeks 9–12)

Portfolio choice; stochastic control and the HJB equation; optimal stopping and real options; filtering and hidden states.

Part IV · Risk, Robustness, and Equilibrium (Weeks 13–14)

Coherent risk measures, ambiguity, and robustness; equilibrium, liquidity, and the allocation of capital.

The companion laboratory

Every chapter is backed by three companion artifacts driven by a single seeded Python engine:

  • a Laboratory webapp module — interactive, with the book’s validation checks built in;
  • a Python notebook — the same computations in code;
  • an Excel workbook — one tab per experiment, live formulas beside the engine’s reference values.

All three consume the book’s seeds (2026CCNN, chapter · panel), so their numbers agree by construction. See Labs & Downloads.

Assessment

Component Weight
Weekly problem sets (Parts A–D) 40%
Laboratory reports (Part E, with validation checks) 25%
Midterm examination (Parts I–II) 15%
Final examination (Parts III–IV) 20%

Every laboratory report must reproduce the module’s validation checks; a report whose checks do not pass is returned ungraded. This mirrors professional practice, where a number that cannot be audited is not a number.

Academic integrity

Collaboration on problem sets is encouraged; submitted work must be written individually. Laboratory code may be shared only through the course’s seeded engine, so that reproducibility — not copying — is what the validation checks confirm.