| Date | Topic | Readings/Lab | Homework | |
| T | 31 | NO CLASS: Cesar Chavez's Birthday | ||
| Th | Apr 2 | Functional Programming Foundations | ||
| T | 7 | Mathematical Foundations, Intro to ML | ||
| Th | 9 | Basic Financial Concepts | Assignment 1 due | |
| T | 14 | Delta Hedging, Polymorphic Datatypes | ||
| Th | 16 | Multiple-period bimonial models | ||
| T | 21 | Basics of Financial modeling in OCAML | Assignment 2 due | |
| Th | 23 | Jensen's Inequality | ||
| T | 28 | Martingales | ||
| Th | 30 | Markov processes | ||
| T | May 5 | Proving things Markov | ||
| W | 6 | Assignment 3 due | ||
| Th | 7 | Radon-Nikodym derivative (discrete-time) | ||
| T | 12 | Radon-Nikodym derivative cont. | ||
| Th | 14 | Minsky talk part II, elements of abstraction | ||
| T | 19 | Functional Queues, Reppy-style concurrency | ||
| Th | 21 | Financial Combinators | ||
| T | 26 | Implementing Financial Combinators | ||
| Th | 28 | Discussion of Functional Binomial Queues | ||
| T | Jun 2 | Student presentations | Assignment 4 due | |
| Th | 4 | |||