Dec 03, 2024  
Undergraduate Catalog | 2022-2023 
    
Undergraduate Catalog | 2022-2023 Previous Edition

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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


Schedule of Classes




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