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MATH 5140

Mathematics of Derivative Securities

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Course Description

Pre-Requisite(s): MATH 3100 and a knowledge of matrix algebra

Topics include arbitrage arguments, valuation of futures, forwards and swaps, hedging, option-pricing theory, decision theory, and sensitivity analysis.


  • Leonard Scott
     Rating

    —

     Difficulty

    3.00

     GPA

    3.35

     Sections

    —

    Last Taught

    Fall 2010

  • Jeffrey Holt
     Rating

    —

     Difficulty

    3.00

     GPA

    3.31

     Sections

    —

    Last Taught

    Fall 2015

  • Gianluca Guadagni
     Rating

    —

     Difficulty

    2.00

     GPA

    3.63

     Sections

    —

    Last Taught

    Spring 2014

  • Rajinder Mavi
     Rating

    —

     Difficulty

    —

     GPA

    3.29

     Sections

    —

    Last Taught

    Spring 2015