Apr 19, 2024  
2018-2019 Undergraduate Catalog 
    
2018-2019 Undergraduate Catalog [Not Current Academic Year. Consult with Your Academic Advisor for Your Catalog Year]

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MATH 4380 - A Mathematical Introduction to Options

Credit Hours: 3.0
Lecture Contact Hours: 3    Lab Contact Hours: 0
Prerequisite: MATH 2433  and MATH 3338 .
Description
Arbitrage-free pricing, stock price dynamics, call-put parity, Black-Scholes formula, hedging, pricing of European and American options.



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