MATH 4140
Mathematics of Derivative Securities
Course Description
Pre-Requisite(s):
MATH 3100, MATH 3351 and a proof-based course (MATH 3000, MATH 3310 or MATH 3354)
This class introduces students to the mathematics used in pricing derivative securities. Topics include a review of the relevant probability theory of conditional expectation and martingales/the elements of financial markets and derivatives/pricing contingent claims in the binomial & the finite market model/(time permitting) the Black-Scholes model.
