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May 15, 2024
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2021-2022 Graduate Catalog [ARCHIVED CATALOG]
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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 linear algebra, probability, and ordinary differential equations, equivalents of MATH349, MATH302, and MATH350 or STAT470. RESTRICTIONS: Students who received credit in MATH460 are not eligible to take this course without permission.
Course Typically Offered: Spring
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