Difference between revisions of "Math 435: Mathematical Finance"

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(Courses for which this course is prerequisite)
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=== Courses for which this course is prerequisite ===
 
=== Courses for which this course is prerequisite ===
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None.
  
 
[[Category:Courses|435]]
 
[[Category:Courses|435]]

Revision as of 13:35, 1 January 2010

Catalog Information

Title

Mathematical Finance.

(Credit Hours:Lecture Hours:Lab Hours)

(3:3:0)

Offered

W

Prerequisite

Math 431.

Description

The binomial asset pricing model (discrete probability). Martingales, pricing of derivative securities, random walk in financial models, random interest rates.

Desired Learning Outcomes

Prerequisites

Minimal learning outcomes

Additional topics

Courses for which this course is prerequisite

None.