MAT 4550 : Math of Financial Derivatives

Basic tools of financial markets; options; asset price random walks; estimation of parameters; arbitrage put-call parity; Black-Scholes Model; implied volatility; portfolio-optimization; hedging.

Prerequisites

MAT 2705 :D-

Overview

Program

Credits

3

Last Offered

Fall 2020, Fall 2019, Fall 2018, Fall 2017