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: 21-NOV-24 05.20.22.251815 AM
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Term | Class Number | Campus | Instruction Mode | Instructor | Section | Schedule | Location | Enrollment | |
---|---|---|---|---|---|---|---|---|---|
1238 4800 1 001 | Fall 2023 | 4800 | Storrs | In Person | Hay, Britta | 001 | TuTh 2:00pm‑3:15pm |
SHH 112 | 14/35 |