| Call Number | 15353 |
|---|---|
| Day & Time Location |
MW 6:10pm-7:25pm 417 Mathematics Building |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Mikhail Smirnov |
| Type | LECTURE |
| Method of Instruction | In-Person |
| Course Description | Prerequisites: (MATH UN1102 and MATH UN1201) or (MATH UN1101 and MATH UN1102 and MATH UN1201) and MATH UN2010 Recommended: MATH UN3027 (or MATH UN2030 and SIEO W3600). Elementary discrete time methods for pricing financial instruments, such as options. Notions of arbitrage, risk-neutral valuation, hedging, term-structure of interest rates. |
| Web Site | Vergil |
| Department | Mathematics |
| Enrollment | 57 students (64 max) as of 10:06AM Thursday, October 30, 2025 |
| Subject | Mathematics |
| Number | UN3050 |
| Section | 001 |
| Division | Interschool |
| Section key | 20251MATH3050V001 |