Math 485 - Introduction to Mathematical Finance
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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.Prerequisites:
- Linear algebra(01:640:250)
- Differential Equations (01:640:244,252, or 292)
- Probability (01:640:477, 01:960:381, or 14:332:226)
Fall 2009 Schedule
| Instructor | Type | Index | Section | Day(s)/ Period |
Time | Room (click for map) |
Campus | |
| Rodriguez, Jesus | L | 33163 | 01 | TTh7 | 6:40 PM - 8:00 PM | HIL-124 | BUS |
This couse is taught during the Fall semester.
Textbook
The Mathematics of Finance: Modeling and Hedging, Stampfli and Goodman, ISBN: 0-534-37776-9.
Sample Syllabus
Previous semesters
- Fall 2008. Prof. Rodriguez
- Ran as Math 495 prior to Fall 2008
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