MATH 534 Introduction to Mathematical Finance
In-depth coverage of topics: An introduction to elementary probability and finance, geometric Brownian motion, and martingales. Interest rate models, Modern portfolio theory, and Option pricing theory. Graduate students are required to perform simulation in their assignments, read and present special topics selected from mathematical finance literature. Prerequisites: (MATH 112 or 122) and (Math 531 or (MATH 309 with permission of instructor) or (Math 431 with permission of instructor)).
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Cross Listed Courses
MATH 434 & MATH 534