Math 435: Mathematical Finance
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Revision as of 13:35, 1 January 2010 by Cpg (Talk | contribs) (→Courses for which this course is prerequisite)
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
Minimal learning outcomes
Additional topics
Courses for which this course is prerequisite
None.
