Apr 19, 2024  
2012-2013 Graduate Catalog 
    
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2012-2013 Graduate Catalog [Not Current Academic Year. Consult with Your Academic Advisor for Your Catalog Year]

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MATH 6384 - Discrete - Time Models in Finance

Cr. 3 per semester. (3-0)
Prerequisite: MATH 6382  or consent of instructor. Single-period securities markets, arbitrage, risk-neutral probabilities, complete and incomplete markets, consumption investment problems, mean-variance portfolio analysis, equilibrium models, valuation of options, futures and other derivatives on equities, currencies, commodities and fixed-income securities.


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