Sep 26, 2024  
2024-2025 Undergraduate Catalog 
    
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2024-2025 Undergraduate Catalog
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MATH 4380 - Mathematical Intro To Options

Credit 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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