Difference between revisions of "Math 435: Mathematical Finance"
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Revision as of 12:37, 4 June 2009
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.