MATH 365 Financial Mathematics

Study of basic financial mathematical concepts used in modeling and hedging. Topics include: financial derivatives, call and put options, futures, binomial trees, replicating portfolios and arbitrage, stocks and options pricing, Black-Scholes model, hedging. Additional topics such as swaps, currency markets, and international political risk analysis as time permits.

Credits

3

Prerequisite

MATH 231 and STAT 350

Offered

Every other year