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Apr 17, 2024
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MATH 4380 - A Mathematical Introduction to OptionsCredit 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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