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: 18-MAY-21 05.20.23.433477 AM
|Term||Class Number||Campus||Instruction Mode||Instructor||Section||Schedule||Location||Enrollment|
|1208 5057 1 001||Fall 2020||5057||Storrs||Distance Learning||Perry, Edward||001||TuTh 2:00pm‑3:15pm
||No Room Required - Online||9/30|