Difference between revisions of "Math 435: Mathematical Finance"
From MathWiki
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=== Prerequisites === | === Prerequisites === | ||
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=== Minimal learning outcomes === | === Minimal learning outcomes === | ||
Revision as of 16:19, 15 July 2010
Contents
Catalog Information
Title
Mathematical Finance.
(Credit Hours:Lecture Hours:Lab Hours)
(3:3:0)
Offered
W
Prerequisite
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
Students should have had an introductory course in probability.
Minimal learning outcomes
Additional topics
Courses for which this course is prerequisite
None.
