PSTAT170 Introduction to Mathematical Finance
Summer 2026
My name is John Inston and I am a 5th year Ph.D. candidate in the Department of Statistics and Applied Probability here at UC Santa Barbara. I am the teaching assistant, alongside my collegue Ka Lok Lam, assisting Prof. Tomoyuki Ichiba in holding the PSTAT170 Introduction to Mathematical Finance course this summer.
Throughout this course you will be introduced to the mathematical methods used in finance for estimating and evaluating asset pricing models, equilibrium and derivative pricing, options, bonds, and the term-structure of interest rates. You will also explore finance optimization models for risk management and financial engineering.
🔍 Reference Material
Any material provided on this website was authored by myself based on the course material, including the course textbook and lecture notes provided by Prof. Ichiba, or published with the express permission of the author. For specific section and assignment problem worksheets and solutions please refer to the course Canvas page.