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MATH356 - Introduction to Mathematical Finance I

Simple Market Model: one-step binomial model, basic notions and assumptions. Risk-Free Assets: simple interest, zero-coupon bonds, money market account. Risky Assets: dynamic of stock prices, binomial tree model, trinomial tree model. Discrete time market model: stock and money market model, extended models. Portfolio management: risk, two securities, capital asset pricing model. Prerequisite: MATH 253 and STAT 265 or consent of the Department.

Fall Term 2020

Lecture Sections

Fall Term 2020 - LEC A1 (75616)

MWF 12:00:00 - 12:50:00 (CAB 235)

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