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.5660. Advanced Financial Mathematics
Last Refreshed: 02-MAY-24 05.20.18.463427 AM
Term
Class Number
Campus
Instruction Mode
Instructor
Section
Schedule
Location
Enrollment
1243
6360
1
001
Spring 2024
6360
Storrs
In Person
Yin, Gang
001
TuTh 11:00am‑12:15pm
MONT 314
5/20
Spring 2024 Courses
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