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Course Catalog

FINA4260 - Advanced Financial Mathematics
Fall 2012

This course provides a deeper mathematical development of the financial models most frequently used in the study of financial mathematics. The course builds on the advanced valuation methods and hedging approaches for stocks, bonds, and financial derivatives. Models studied include advanced interest rate models, rational valuation of derivative securities, Black-Scholes option valuation, the arbitrage-free pricing model, and a brief introduction of risk management techniques. A prime knowledge of differentiation and integrtion is crucial and of differential equations is highly preferable.
Prerequisites: ASCI3150 and STAT3150
3 Credits

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Schedule Book for All Active and Available Future Terms, Course starting with FINA4260
       
FINA4260-A Advanced Financial Mathematics
8 Seats     Credits: 3 Days: T R
       Location: Moon Room: Hale Center 102
    Time: 12:15-01:30 pm Instructor: Emekter
    Session: 1 (08/25 - 12/13/14) Term: Fall 2014
            More Info!
      Prerequisites: ASCI3150 and STAT3150
 

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