Himalaya Senapati

Introduction to Mathematical Finance

Chennai Mathematical Institute (CMI) — Odd semester elective.

Notes

• Interview Prep Reading list
• Measure theory
• Ito lemma
• Vasicek model

2026

• TA: Saipriya Dubey
• YouTube lectures
• Exams: Mid-semester, Quiz, End-semester

2025

• YouTube lectures
• Exams: Mid-semester, Mid-sem extra, Quiz, End-semester