Caltech Home      The Ronald and Maxine Linde Institute

JAKSA CVITANIC
Richard N. Merkin Professor of Mathematical Finance
Division of The Humanities and Social Sciences

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

e-mail: cvitanic AT hss.caltech.edu

Office: Baxter 203

- RESEARCH PAPERS  For a complete list click Resume / CV.                                  

 COURSES:

BEM 109 Fixed Income and Credit Risk Derivatives     (Spring 2016, Mo, Wed, 2:30-3:55, 128 Baxter)

BEM 105 Options     

"Pricing Options With Mathematical Models"    (Online, MOOC version of BEM 105, open course)

SS/MA 214 Mathematical Finance   

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Useful links for undergrad students:  Business and Economics Management Option ; Library resources for Linde Institute (financial data, and much more);   Econ option blog;  Caltech Quantitative Finance Group ; Caltech Student Investment Fund
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TEXTBOOK: "INTRODUCTION TO THE ECONOMICS AND MATHEMATICS OF FINANCIAL MARKETS" ,
 with F. Zapatero. MIT Press, 2004.Product Details

Amazon.com link , Chegg.com linkBarnesandNoble.com link

The book review in Financial Engineering News: Review

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MONOGRAPH:  Contract Theory in Continuous-Time Models
with Jianfeng Zhang, Springer 2012.   
Product Details
Amazon.com link      Springer e-book  link
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Caltech news interview (2016) re The Linde Institute






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


Interview u Slobodnoj Dalmaciji (2002)

In Memoriam: Antun Cvitanic, May 16, 1920 - Sept 22, 2010: 
- 1. Napisano od mene
;
- 2. Napisano od D. Rudolfa u Slobodnoj Dalmaciji
;  
 - 3. Napisano  u UNIVERITAS u Slobodnoj Dalmaciji 

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PHOTOS