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MATH 485 - Introduction to Mathematical Finance

Course Description: 

This is an introductory course in mathematical finance. Technical difficulty of the subject is kept at a minimum while the major ideas and concepts underlying modern mathematical finance and financial engineering are explained and illustrated. The course covers the binomial model for stock prices and touches on continuous time models and the Black-Scholes formula.

Credit: 

(3-0-3)

Prerequisite: 

[(MATH 475 with min. grade of D)]

Corequisite: 

None

Attachments: