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Class number:
2751
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Title: Math of Finance |
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Department: Mathematics |
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Career: Undergraduate |
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Component: Lecture |
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Session: Regular |
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Instructor's Permission Required: No |
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Grading Basis: Regular |
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Units: 1.00 |
| Enrollment limited to 19 |
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Current enrollment: 20 |
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Available seats: 0 |
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Start date: Monday, January 22, 2024 |
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End date: Friday, May 10, 2024 |
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Mode of Instruction: In Person |
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Schedule: MWF: 11:00AM-11:50AM, MC - 307 |
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Instructor(s): Ma, Lina |
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Prerequisite(s): Prerequisite: C- or better in Mathematics 132 and Mathematics 107 or permission of instructor. |
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Distribution Requirement: Meets Numerical & Symbolic Reasoning Requirement |
Course Description:
This is an introductory course on the mathematics of financial products, with a focus on options. The main topics include: mechanics and properties of options, option pricing in binomial models, the Black-Scholes model, stochastic process, and the "Greeks". Equal emphasis is placed on proofs of formulas and the application of those formulas to pricing financial derivatives. Prerequisite: C- or better in Mathematics 132 and 207, or permission of instructor |