MTH 416
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MTH 416 - Mathematics of Finance (4 cr)
MathematicsSCI - Division of Science and Tech
Course Title
Mathematics of Finance
Catalog Description
Introduction to the mathematical theory of derivative pricing; binomial trees and martingales; Black-Scholes formula; stochastic differential equations and Ito calculus; Girsanov theorem.
Cross Listed Courses
Minimum
4
Max
4
Academic Progress Units
4
Requirement Designation
Regular Non-Liberal Arts
Prerequisites & Corequisites
016901
Name
Lecture