Fall 2021 Courses

3660. Advanced Financial Mathematics

3.00 credits

Prerequisites: MATH 2620 and 3160.

Grading Basis: Graded

Advanced topics in financial mathematics such as single period, multi-period and continuous time financial models; Black-Scholes formula; interest rate models; and immunization theory.

Last Refreshed: 18-MAY-21 AM
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Term Class Number Campus Instruction Mode Instructor Section Schedule Location Enrollment
Fall 2021 5131 Storrs In Person Perry, Edward 001 TuTh 11:00am‑12:15pm
Fall 2021 12684 Storrs In Person Perry, Edward 002 TuTh 9:30am‑10:45am