MenuMATH 425 - The Mathematics of Contingent Claims - Fall 2020
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 202511 term.
Sections
| Sec | Instructor | Lecture | |
|---|---|---|---|
| 501 | Patricia Alonso Ruiz | TR 11:30-12:45pm HELD 109 |
