Spring 2021 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: 07-MAY-21 05.20.22.931045 AM
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Term Class Number Campus Instruction Mode Instructor Section Schedule Location Enrollment
Spring 2021 14531 Storrs Distance Learning Perry, Edward 001 MoWeFr 12:20pm‑1:10pm
No Room Required - Online 9/30