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