Stochastic Foundations for Finance

Probability | Brownian Motion | Stochastic Calculus

Welcome to the class!

In this website you will find the lecture notes and practice problems for Stochastic Foundations for Finance (FIN 538) that I will teach at WashU during Fall 2026.

This site will serve as a companion to the official Canvas for the class. Please make sure to read the syllabus carefully.

Instructor

•   Lorenzo Naranjo
•   Simon Hall 281
•   naranjo@wustl.edu
•   Office hours on Tuesday/Thursday from 2:30 pm until 4:00 pm

Times and Location

Section 1

•   Tuesday/Thursday
•   10:00am to 11:20am
•   Simon 103

Section 2

•   Tuesday/Thursday
•   1:00pm to 2:20pm
•   Simon 112