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Texas A&M University

MATH 425 - The Mathematics of Contingent Claims - Fall 2019

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.

Above information is from 202011 term.


Sec Instructor Lecture
500 Gregory Berkolaiko TR 9:35-10:50am BLOC 161
501 Gregory Berkolaiko TR 11:10-12:25pm BLOC 161