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Dec 03, 2024
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2019-2020 Undergraduate Studies Bulletin
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STAT 522 - Financial Mathematics ICredits: 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
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