Detailed Course Information |
Fall 2013
Jan 02,2025 |
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| MATH 360 - STOCHASTIC CALCULUS FOR FINANCE |
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This course will provide a friendly introduction to mathematical finance by focusing on the problem of pricing derivative securities within the relatively simple framework of the binomial asset-pricing model. It should provide the student with a solid understanding of fundamental concepts from math finance such as arbitrage, option pricing, risk-neutral measures, hedging, and utility optimization. At the same time, various concepts from probability will be developed, including martingales, Markov processes, and random walks. This course is recommended for any math or business/finance student who is considering work in quantitative finance, or who is simply curious about how rigorous mathematics can be applied to real-world financial problems. This course is cross-listed as FINC 360.
0.000 TO 4.000 Credit hours 0.000 TO 4.000 Lecture hours Levels: Undergraduate Schedule Types: Lecture Mathematics Department Restrictions: Must be enrolled in one of the following Levels: Undergraduate Prerequisites: FOR MATH 360 General Requirements: ( Course or Test: MATH 121 Minimum Grade of D May not be taken concurrently. and Course or Test: MATH 253 Minimum Grade of D May not be taken concurrently. ) or ( Course or Test: BADM 225 Minimum Grade of D May not be taken concurrently. and Course or Test: MATH 121 Minimum Grade of D May not be taken concurrently. ) |
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