May 16, 2024  
2023-2024 Graduate Catalog 
    
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2023-2024 Graduate Catalog
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MATH 6385 - Mathematical Finance

Credit Hours: 3
Lecture Contact Hours: 3   Lab Contact Hours: 0
Prerequisite: Probability.

This course will cover main topics in mathematical finance including Option pricing, binomial trees, risk-free valuation, Brownian motion and Black-Scholes model, volatility estimation.
Repeatability: No

Additional Fee: Y


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