  These are the lecture notes for an advanced Ph.D. level course I taught in
Spring'02 at the C.N. Yang Institute for Theoretical Physics at Stony Brook.
The course primarily focused on an introduction to stochastic calculus and
derivative pricing with various stochastic computations recast in the language
of path integral, which is used in theoretical physics, hence "Phynance". I
also included several "quiz" problems (with solutions) comprised of
(pre-)interview questions quantitative finance job candidates were sometimes
asked back in those days. The course to a certain extent follows an excellent
book "Financial Calculus: An Introduction to Derivative Pricing" by M. Baxter
and A. Rennie.
