Difference between revisions of "Math 435: Mathematical Finance"

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(Courses for which this course is prerequisite)
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=== Prerequisites ===
 
=== Prerequisites ===
 +
 +
Students should have had an introductory course in probability.
  
 
=== Minimal learning outcomes ===
 
=== Minimal learning outcomes ===

Revision as of 15:19, 15 July 2010

Catalog Information

Title

Mathematical Finance.

(Credit Hours:Lecture Hours:Lab Hours)

(3:3:0)

Offered

W

Prerequisite

Math 431.

Description

The binomial asset pricing model (discrete probability). Martingales, pricing of derivative securities, random walk in financial models, random interest rates.

Desired Learning Outcomes

Prerequisites

Students should have had an introductory course in probability.

Minimal learning outcomes

Additional topics

Courses for which this course is prerequisite

None.