BSc or BA (120 credit hour) Double Major in Mathematics and another subject - 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