| |
Apr 25, 2024
|
|
|
|
|
2020-2021 Graduate Catalog [ARCHIVED CATALOG]
|
MATH 620 - Introduction to Mathematical FinanceCredit(s): 3
INTRO TO MATH FINANCE
Component: Lecture
Terminology of mathematical finance. Asset pricing and interest rate models. Discrete and continuous models for option pricing and fixed-income products. Discussion of various payoff structures, including path-dependent options. May include use of technology to simulate trading and pricing research.
Repeatable for Credit: N Allowed Units: 3 Multiple Term Enrollment: N Grading Basis: Student Option
PREREQ: Undergraduate-level knowledge of probability and ordinary differential equations, equivalent of MATH302 and MATH350.
Course Typically Offered: Spring
|
|
