An introduction to the principles and methods of financial mathematics, with a focus on discrete-time stochastic models. Topics include no-arbitrage pricing of financial derivatives, risk-neutral probability measures, the Cox-Ross-Rubenstein and Black-Scholes-Merton options pricing models, and implied volatility. Prerequisites: MATH 233, Math 3200, Math 310 or permission of instructor.
Course Attributes: FA NSMAR NSMAS NSM
Section 01Topics in Financial Mathematics
INSTRUCTOR: WickerhauserView Course Listing