| Date | Topic | Readings/Notes | Homework | |
| M | 29 | Our two problem domains: Financial Markets and Functional Programming | Lab 1 | |
| W | 31 | NO CLASS: Cesar Chavez' Birthday | ||
| F | 2 | Mathematical Foundations | Lab 2 | |
| M | 5 | Financial Concepts & Contracts | ||
| W | 7 | Yaron Minsky video | ||
| F | 9 | NO CLASS: Furlough I. | ||
| M | 12 | Extra Day in France Day | Assignment 1 due | |
| W | 14 | Multiple-period Binomial Models | ||
| F | 16 | Modeling Markets functionally | ||
| M | 19 | Jensen's Inequality | ||
| W | 21 | Delta Hedging | ||
| F | 23 | NO CLASS: Furlough II | ||
| M | 26 | Multi-period Delta Hedging, Properties of Expectations | Lab 6 | |
| W | 28 | Conditional Expectations, sequences of random variables | ||
| F | 30 | Martingales, Markov Processes | ||
| M | 3 | Change of Measure | ||
| W | 5 | NO CLASS: Furlough III | Assignment 2 due | |
| F | 7 | Midterm Exam | ||
| M | 10 | Term definitions | ||
| W | 12 | Lognormal, analyzing distributions | Lab 9 | |
| F | 14 | Bonds, Computing zero rates | Lab 10 | |
| M | 17 | Option combos | ||
| W | 19 | Utility curves and how much to invest | ||
| F | 21 | The revenge of risk-neutral | Assignment 3 due | |
| M | 24 | American Options | Lab 12 | |
| W | 26 | American Options II, Brownian Motion | ||
| F | 28 | Functional Programming, Brownian Motion II | ||
| M | 31 | NO CLASS: Memorial Day | ||
| W | 2 | Brownian Motion First Crossing Times | ||
| Th | 3 | Assignment 5 due | ||
| F | 4 | |||