Financial Mathematics
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Overview
Subject area
MATH
Catalog Number
38100
Course Title
Financial Mathematics
Department(s)
Description
Theory of interest, review of discrete and continuous probability, arbitrage, linear programming, random walks, arbitrage bounds on option prices, option pricing with the binomial model, hedging, Black-Scholes model, partial derivatives of option pricing formulas, portfolio optimization; simulations incorporated at discretion of instructor.
Academic Career
Undergraduate
Liberal Arts
Yes
Credits
Minimum Units
4
Maximum Units
4
Academic Progress Units
4
Repeat For Credit
No
Components
Name
Lecture
Hours
4
Requisites
036730