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Course ID:MATH 4790. 3 hours.
Course Title:The Mathematics of Option Pricing
Course
Description:
Bonds, stock markets, derivatives, arbitrage, and binomial tree models for stocks and options, Black-Scholes formula for options pricing, hedging. Computational methods will be incorporated.
Athena Title:Mathematics of Option Pricing
Prerequisite:[(MATH 2270 or MATH 2500) and MATH 3000] or [(MATH 2270 or MATH 2500) and MATH 3200 and MATH 3300] or MATH 3510 or MATH 3510H or permission of department
Grading System:A-F (Traditional)
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