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Columbia Campus    
2018-2019 Undergraduate Studies Bulletin 
    
 
  Mar 28, 2024
 
2018-2019 Undergraduate Studies Bulletin [Archived Catalog]

STAT 522 - Financial Mathematics I

Credits: 3

Probability spaces. Random variables. Mean and variance. Geometric Brownian Motion and stock price dynamics. Interest rates and present value analysis. Pricing via arbitrage arguments. Options pricing and the Black-Scholes formula.

Cross-listed Course: MATH 514

Prerequisites: C or better in MATH 241 or consent of the Undergraduate Director