MATH 445: Financial Math Derivatives
| Course Details | |
|---|---|
| Credit Hours: | 3 |
| Prerequisites: | STAT 203; MATH 264; MATH 212 |
| Description: A first course in the mathematics of derivatives pricing. Topics include options markets, Black-Scholes pricing formulas, stochastic calculus, hedging schemes, binomial option pricing, exotic options, and more general derivatives. | |
