Difference between revisions of "Math 435: Mathematical Finance"
From MathWiki
| Line 2: | Line 2: | ||
=== Title === | === Title === | ||
| + | Mathematical Finance. | ||
=== (Credit Hours:Lecture Hours:Lab Hours) === | === (Credit Hours:Lecture Hours:Lab Hours) === | ||
| + | (3:3:0) | ||
=== Offered === | === Offered === | ||
| + | W | ||
=== Prerequisite === | === Prerequisite === | ||
| + | [[Math 331]]. | ||
=== Description === | === Description === | ||
| − | + | The binomial asset pricing model (discrete probability). Martingales, pricing of derivative securities, random walk in financial models, random interest rates. | |
| − | + | ||
== Desired Learning Outcomes == | == Desired Learning Outcomes == | ||
Revision as of 11:33, 9 May 2008
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.
