Fall 2019 Courses

5660. Advanced Financial Mathematics

3.00 credits

Prerequisites: None.

Grading Basis: Graded

An introduction to the standard models of modern financial mathematics including martingales, the binomial asset pricing model, Brownian motion, stochastic integrals, stochastic differential equations, continuous time financial models, completeness of the financial market, the Black-Scholes formula, the fundamental theorem of finance, American options, and term structure models.


Last Refreshed: 05-JUN-20 05.20.19.179195 AM
To view current class enrollment click the refresh icon next to the enrollment numbers.
Term Class Number Campus Instruction Mode Instructor Section Schedule Location Enrollment
Fall 2019 5482 Storrs In Person Perry, Edward 001 TuTh 2:00pm‑3:15pm
MONT 420 25/30