MATH 420 - Introduction to Mathematical Finance

Credit(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: MATH 302, MATH 349, and either MATH 350 or STAT 470. RESTRICTIONS: Students who received credit in MATH620 are not eligible to take this course without permission.

Capstone: Appropriately defined classroom course Course Typically Offered: Spring

General Education Objectives:
GE1B: Analyze Arguments and Information GE5A: Reason Quantitatively GE5B: Reason Computationally