Course Detail
Units:
3.0
Course Components:
Lecture
Enrollment Information
Enrollment Requirement:
Prerequisite: A grade of C or better in MATH 2280, 5010 or equivalent.
Description
Meets with MATH 6890. A basic introduction to the theory of financial derivative pricing. Topics include no arbitrage principle, risk-neutral measure, Black-Scholes theory, numerical model implementation and parameter calibration.