Difference between revisions of "Math 435: Mathematical Finance"
From MathWiki
| Line 11: | Line 11: | ||
=== Prerequisite === | === Prerequisite === | ||
| − | [[Math | + | [[Math 431]]. |
=== Description === | === Description === | ||
Revision as of 12:37, 4 June 2009
Contents
Catalog Information
Title
Mathematical Finance.
(Credit Hours:Lecture Hours:Lab Hours)
(3:3:0)
Offered
W
Prerequisite
Description
The binomial asset pricing model (discrete probability). Martingales, pricing of derivative securities, random walk in financial models, random interest rates.