MATH-565 Mathematical Applications of Interest and Derivatives (3) Course Level: Undergraduate/Graduate
Mathematical Applications of Interest and Derivatives (3) Mathematical study of finance, including theory of interest, arbitrage theorem, random walk models of prices, options, Black-Scholes formula and consequences. Crosslist: ECON-565. Usually Offered: alternate falls (even years). Grading: A-F only. Prerequisite: MATH-221, MATH-222, MATH-313, and STAT-202 or STAT-203.