Welcome - Financial Mathematics
MATH 3900 Financial Mathematics
CREDIT HOURS: 3
This course is an introduction to derivative pricing. Topics include: binomial tree model, stochastic calculus, Itô calculus, Black-Scholes model, market price of risk, log-normal models.
PREREQUISITES:
MATH 2060.03 and (
MATH 2120.03 or
MATH 2135.03), or permission of the instructor
CROSS-LISTING:
ECON 3900.03