CALTECH


 

JAKSA CVITANIC

Professor of Mathematical Finance

Division of The Humanities and Social Sciences

 

MAILING ADDRESS:

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ON LEAVE during academic year 2007/2008 at:
University of Zagreb,
Department of Mathematics,
Bijenicka c. 30,
10000 Zagreb, Croatia

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1200 E. California Blvd.
MC 228-77
Pasadena, CA 91125

Phone: +1-626-395-1784

Fax: (626) 793-4681

e-mail: cvitanic AT hss.caltech.edu

 

COURSES:

SS/MA 214 Mathematical Finance    (Spring 2007)

BEM 109 Fixed Income and Credit Risk Derivatives     (Spring  2007)

BEM 105 Options     (Winter 2007)

SS 211c Optimal Contracts  (Spring 2006)

OFFICE HOURS: 

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Business and Economics Major   web page (courses, events, employers, BEM club, ....)

PAPERS DOWNLOADS

For a complete list click Resume (PDF).

TEXTBOOK:

"INTRODUCTION TO THE ECONOMICS AND MATHEMATICS OF FINANCIAL MARKETS" , with F. Zapatero. MIT Press, 2004.

Amazon.com link , BarnesandNoble.com link

 

The book review in Financial Engineering News: Review


Interview u Business.Hr (2007)




Interview u Slobodnoj Dalmaciji (2002)

PHOTOS