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 3200 and MATH 3300))] or MATH 3510 or MATH 3510H or permission of department Level: Graduate Undergraduate
