A first course in the mathematics of derivatives pricing. Topics include options markets, Black-Scholes pricing formulas, stochastic calculus, hedging schemes, binomial option pricing, exotic options, and more general derivatives.
MATH 445 - 001
Financial Math Derivatives
Session
Regular Academic Session
Class Number
5777
Career
Graduate
Units
3 units
Grading
Graded
Description
A first course in the mathematics of derivatives pricing. Topics include options markets, Black-Scholes pricing formulas, stochastic calculus, hedging schemes, binomial option pricing, exotic options, and more general derivatives.
Enrollment Requirements
Restricted to Graduate School students.
Class Notes
MATH 445 meets with MATH 345, STAT 388 and STAT 488
Class Actions
Class Details
Instructor(s)
Matt Stuart
Meets
MoWeFr 1:40PM - 2:30PM
Dates
08/25/2025 - 12/06/2025
Room
Mundelein Center - Room 607
Instruction Mode
In person
Campus
Lake Shore Campus
Location
Lake Shore Campus
Components
| Lecture Required |
Class Availability
Status
Open
Seats Taken
23
Seats Open
8
Combined Section Capacity
31
Wait List Total
0
Wait List Capacity
0
Combined Section
Topics in Statistics
STAT 488 - 001 (5773)
Status: Closed
Seats Taken: 10
Wait List Total: 0
Topics
STAT 388 - 001 (5775)
Status: Open - Enrl
Seats Taken: 8
Wait List Total: 0
Financial Math Deriv
MATH 345 - 001 (5776)
Status: Open - Enrl
Seats Taken: 5
Wait List Total: 0
Finan Math Derivatives
MATH 445 - 001 (5777)
Status: Open - Enrl
Seats Taken: 0
Wait List Total: 0