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MATH 425 - The Mathematics of Contingent Claims - Fall 2017

Credits 3. 3 Lecture Hours.

The mathematical theory associated with asset price dynamics; binomial pricing models; Black-Scholes analysis; hedging; volatility smile; implied volatility trees; implied binomial trees.
Prerequisites: MATH 308; MATH 411, STAT 211 or STAT 414.


Sections

This course is not taught in Fall 2017.