General Information (Catalog listing)
Study of the mathematical theory and financial concepts used to model and analyze financial derivatives. Topics include martingales, Brownian motion, and stochastic differentials, with applications to discrete and continuous time stochastic models of asset prices, option pricing, the Black-Scholes pricing model, and hedging.
- Linear algebra(01:640:250)
- Differential Equations (01:640:244, 252, or 292)
- Probability (01:640:477, 01:960:381, or 14:332:226)
Textbook: For current textbook please refer to our Master Textbook List page
Intro Math Finance (01: 640: 485, Fall 2017 )
For more information on current instructors and sections for this course, please click HERE .
For more information on instructors and sections for this course for other semesters, please see our Teaching Schedule Page
- Fall 2008. Prof. Rodriguez
- Ran as Math 495 prior to Fall 2008