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
N/A
Organization
N/A
Time
N/A
Overall
N/A

Enrollment Progress

Enrollment data not available.

Course

Previously taught
15S 14F