Spring 2019 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: 05-JUN-20 05.20.19.179195 AM
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Term Class Number Campus Instruction Mode Instructor Section Schedule Location Enrollment
Spring 2019 5268 Storrs In Person Perry, Edward 001 TuTh 11:00am‑12:15pm
AUST 434 59/60