MAT 4550 :
Math of Financial Derivatives

Download as PDF

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

Mathematics and Statistics

Credits

Credits 3

Last Offered

Fall 2024, Fall 2023, Spring 2023, Fall 2022