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Jun 10, 2026
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MATH 6384 - Discrete - Time Models in Finance Credit Hours: 3.0 (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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