MATH 4790/6790

The Mathematics of Option Pricing

Bonds, stock markets, derivatives, arbitrage, and binomial tree models for stocks and options, Black-Scholes formula for options pricing, hedging. Computational methods will be incorporated.

Credit Hours:
3
Prerequisites:
[(MATH 2270 or MATH 2500) and MATH 3000] or MATH 3510 or MATH 3510H or permission of department
Level:
Graduate
Undergraduate

Course information

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Fall 2021

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