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Nov 24, 2024
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2019-2020 Undergraduate Studies Bulletin
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MATH 515 - 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: STAT 523
Prerequisites: C or better in MATH 514 or STAT 522 or consent of the Undergraduate Director
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