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