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

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Enrollment Progress

Jul 10, 11 PM PDT
LEC 1: 80/80 seats taken (Full)
Priority PassFirst PassSecond Pass0 days3 days7 days11 days15 days17 days21 days25 days020406080100

Section List

  • LEC 1

    Full

    MWF 10am-10:50am

    Online - Recorded

Course

Instructor
Moritz Voss
Previously taught
21F 21S 21W

Previous Grades

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Textbooks

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