CALTECH


JAKSA CVITANIC

Professor of Mathematical Finance

Division of The Humanities and Social Sciences

 

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

e-mail: cvitanic AT hss.caltech.edu

Phone: +1-626-395-1784

Fax: (626) 793-4681

Office: 319 Baxter

 

COURSES:

BEM 105 Options     (Winter 2009)

SS/MA 214 Mathematical Finance    (Spring 2009)

BEM 109 Fixed Income and Credit Risk Derivatives     (Spring  2009)

SS 211c Optimal Contracts  (Spring 2006)

OFFICE HOURS:  319 Baxter by appointment

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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 Nacional-u (2008)
Interview u Business.Hr (2007)




Interview u Slobodnoj Dalmaciji (2002)

PHOTOS