Description
Financial Math Derivatives
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.
Details
Grading Basis
Graded
Units
3
Component
Lecture - Required
Offering
Course
MATH 445
Academic Group
College of Arts and Sciences
Academic Organization
Mathematical Sciences
Enrollment Requirements
Restricted to Graduate School students.