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Dec 10, 2023
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MATH 4380 - Mathematical Intro To OptionsCredit Hours: 3 Lecture Contact Hours: 3 Lab Contact Hours: 0 Prerequisite: MATH 2415 and MATH 3338. Description Arbitrage-free pricing, stock price dynamics, call-put parity, Black-Scholes formula, hedging, pricing of European and American options. Repeatability: No
Additional Fee: Y
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