Financial Mathematics

Instructor:
Adib Bagh
427G
Credits:
3.0
001
Building:
Whitehall Classroom Bldg
Room:
Rm.347
Semester:
Spring 2023
Start Date:
End Date:
Name:
Financial Mathematics
Requisites:

Prereq: MA 320/STA 320 or STA 524; or graduate student status; or consent of the department.

Class Type:
LEC
12:00 pm
12:50 pm
Days:
MWF

This course introduces financial mathematical models using discrete and continuous stochastic processes. Students will learn to construct and analyze models used in pricing financial options and futures, and other financial contracts. The students will also learn how to construct an optimal portfolio of stocks given various criteria.

This course introduces financial mathematical models using discrete and continuous stochastic processes. Students will learn to construct and analyze models used in pricing financial options and futures, and other financial contracts. The students will also learn how to construct an optimal portfolio of stocks given various criteria.

MA