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-NOV-24 05.20.09.662884 AM
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Term | Class Number | Campus | Instruction Mode | Instructor | Section | Schedule | Location | Enrollment | |
---|---|---|---|---|---|---|---|---|---|
1248 5211 1 001 | Fall 2024 | 5211 | Storrs | In Person | Hay, Britta | 001 | TuTh 2:00pm‑3:15pm |
MONT 320 | 17/35 |