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

Schedule

See if and when courses are offered in a given semester via our downloadable course schedule.

Master Course Schedule

Other info

Look up syllabi, see the master list of courses, and register for classes.

Course Syllabi Lookup
UGA Master List of Courses
Course Registration
Bulletin - Math Course Lookup
UGA Academic Calendars

Support us

We appreciate your financial support. Your gift is important to us and helps support critical opportunities for students and faculty alike, including lectures, travel support, and any number of educational events that augment the classroom experience. Click here to learn more about giving.

Every dollar given has a direct impact upon our students and faculty.