Difference between revisions of "Math 435: Mathematical Finance"

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=== Prerequisite ===
 
=== Prerequisite ===
[[Math 331]].
+
[[Math 431]].
  
 
=== Description ===
 
=== Description ===

Revision as of 12:37, 4 June 2009

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