Course Catalog

FINA4260 - Advanced Financial Mathematics Spring 2013 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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FINA4260-A			Advanced Financial Mathematics
14 Seats			Credits:	3	Days:	T R
			Location:	Moon	Room:
			Time:	11:00-12:15 pm	Instructor:	Emekter
			Session:	1 (08/26 - 12/14/13)	Term:	Fall 2013
			Prerequisites: ASCI3150 and STAT3150