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Dec 30, 2024
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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
Schedule of Classes
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