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Apr 16, 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 2019, Spring 2020, Spring 2021
Schedule of Classes
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