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Nov 24, 2024
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2018-2019 Undergraduate Studies Bulletin [Archived Catalog]
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STAT 523 - Financial Mathematics IICredits: 3
Convex sets. Separating Hyperplane Theorem. Fundamental Theorem of Asset Pricing. Risk and expected return. Minimum variance portfolios. Capital Asset Pricing Model. Martingales and options pricing. Optimization models and dynamic programming.
Cross-listed Course: MATH 515
Prerequisites: C or better in MATH 514 or STAT 522 or consent of the Undergraduate Director
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