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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
|1198 4012 1 001||Fall 2019||Storrs||In Person||Perry, Edward||001||Reg||TuTh 11:00am‑12:15pm
|1203 5577 1 001||Spring 2020||Storrs||In Person||Perry, Edward||001||Reg||TuTh 11:00am‑12:15pm