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