Mathematics of Finance for Mathematics/Economics Students
Lecture, three hours; discussion, one hour. Enforced requisites: courses 33A, and 170A or 170E or Statistics 100A. Not open for credit to students with credit for course 174A, Economics 141, or Statistics C183/C283. Mathematical modeling of financial securities in discrete and continuous time. Forwards, futures, hedging, swaps, uses and pricing (tree models and Black-Scholes) of European and American options, Greeks and numerical methods. P/NP or letter grading.
Review Summary
- Clarity
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1.7 / 10
- Organization
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1.7 / 10
- Time
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10-15 hrs/week
- Overall
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0.0 / 10
Reviews
This professor didn't know what he was doing compared to how the class had been previously taught. He focuses way too much on the theory behind the concepts, and the test had significantly lower averages than when taught by Voss. Don't take any classes with this guy, he's a bad teacher end of story. I was taking this class Pass/No Pass and it was still the worst class I took in Spring solely for the vagueness of the professor's presentation, and his constant use of low quality handwritten notes with examples that were unlike tests questions. If you want to struggle and not learn much then you'll have fun with this professor.
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Course
Grading Information
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No group projects
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Attendance not required
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1 midterm
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Finals week final
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100% recommend the textbook
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