Apr 24, 2024  
Undergraduate Catalog | 2021-2022 
    
Undergraduate Catalog | 2021-2022 Previous Edition

Add to Catalog Bookmarks (opens a new window)

MATH 4226 - 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 a grade of C or above, or permission of department.
Cross-listed Course(s): MATH 5226
Most Recently Offered (Day): Fall 2019, Fall 2020, Fall 2021
Most Recently Offered (Evening): Course has not been offered at this time in the past 3 years


Schedule of Classes




Add to Catalog Bookmarks (opens a new window)