MATH 5226 - Mathematics of Financial Markets

A preparatory course for actuarial exam IFM. Topics include: basic derivatives such as forwards and futures contracts, as well as vanilla, exchange, futures and exotic options; general properties of options; the binomial option pricing model; the Black-Scholes option pricing model; option greeks and risk management.

Credit Hours: (3)
Prerequisite(s): MATH 3122 or STAT 3122 with grade of B or above, or permission of department.
Cross-listed Course(s): MATH 4226
Most Recently Offered (Day): Course has not been offered at this time in the past 3 years
Most Recently Offered (Evening): Course has not been offered at this time in the past 3 years

Schedule of Classes