Course Descriptions for the Finance Department

FINA4260 - Advanced Financial Mathematics
Summer 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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Day Codes
 M  Monday
 T  Tuesday
 W  Wednesday
 R  Thursday
 F  Friday
 S  Saturday
 U  Sunday

Schedule Book for All Active and Available Future Terms, Course starting with FINA4260
FINA4260-A Advanced Financial Mathematics
Full     Credits: 3 Days: T R
       Location: Moon Room: Business School 106
    Time: 12:15-01:30 pm Instructor: Emekter
    Session: 1 (08/24 - 12/12/15) Term: Fall 2015
            More Info!
      Prerequisites: ASCI3150 and STAT3150