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3660. Advanced Financial Mathematics

3.00 credits

Prerequisites: MATH 2620 and 3160.

Grading Basis: Graded

Advanced topics in financial mathematics such as single period, multi-period and continuous time financial models; Black-Scholes formula; interest rate models; and immunization theory.


Last Refreshed: 16-SEP-19 05.20.32.275623 AM
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Term Campus Instruction Mode Instructor Section Session Schedule Location Enrollment Notes
Fall 2019 Storrs In Person Perry, Edward 001 Reg TuTh 11:00am‑12:15pm
AUST 163 57/60
Spring 2020 Storrs In Person Perry, Edward 001 Reg TuTh 11:00am‑12:15pm
0/30