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: 18-NOV-24 05.20.09.662884 AM
Term
Class Number
Campus
Instruction Mode
Instructor
Section
Schedule
Location
Enrollment
1253
6923
1
001
Spring 2025
6923
Storrs
In Person
001
TuTh 11:00am‑12:15pm
MONT 227
1/20
Spring 2025 Courses
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