Spring 2024 Mathematics UN3050 section 001

DISCRETE TIME MODELS IN FINANC

DISCRETE TIME MODELS IN F

Call Number 12360
Day & Time
Location
MW 6:10pm-7:25pm
312 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 12:05PM Sunday, December 8, 2024
Subject Mathematics
Number UN3050
Section 001
Division Interschool
Section key 20241MATH3050V001