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 |