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: 18-NOV-24 05.20.09.662884 AM
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| Term | Class Number | Campus | Instruction Mode | Instructor | Section | Schedule | Location | Enrollment | |
|---|---|---|---|---|---|---|---|---|---|
| 1233 9030 1 001 | Spring 2023 | 9030 | Storrs | In Person | Perry, Edward | 001 | TuTh 3:30pm‑4:45pm |
MONT 226 | 10/20 |