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Apr 30, 2024
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MATH 6206 - Stochastic Calculus for Finance II The applications of stochastic calculus techniques to advanced financial modeling. Topics include: pricing of European, American, and fixedincome derivatives in the Black-Scholes and stochastic volatility models. The Jump-diffusion model is also introduced.
Credit Hours: (3) Prerequisite(s): MATH 6203 or permission of department. Cross-listed Course(s): MATH 8206 Most Recently Offered (Day): Course has not been offered at this time in the past 3 years Most Recently Offered (Evening): Spring 2018, Spring 2017, Spring 2016
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