2020-2021 Undergraduate Catalog

MATH 3690 MATH MODELS FOR ECONOMICS AND FINANCE

This course is an introduction to the mathematical methods used in finance and their practical applications. Topics include interest rates, time value of money, bonds, options, put-call parity, Cox-Ross-Rubinstein binomial model, Black-Scholes formula, Brownian motions and Ito's lemma.

Credits

3

Prerequisite

MATH*3544