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MATH 548 - Mathematical Finance I

Course Description: 

This is an introductory course in mathematical finance. Technical difficulty of the subject is kept at a minimum by considering a discrete time framework. Nevertheless, the major ideas and concepts underlying modern mathematical finance and financial engineering are explained and illustrated.

Credit: 

(3-0-3)

Prerequisite: 

[(MATH 474 with min. grade of C) OR (MATH 475 with min. grade of C)]

Corequisite: 

None

Attachments: