Nov 22, 2024  
2010-2011 Graduate Studies Bulletin 
    
2010-2011 Graduate Studies Bulletin [ARCHIVED BULLETIN]

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FIN 280 - Topics in Mathematical Finance


Semester Hours: 3
Periodically
This course provides the student with a thorough knowledge of financial mathematics. Students are exposed to the theory and application of mathematical concepts used to price derivatives and complex financial securities. The course examines discrete and continuous time financial mathematics, stochastic differential equations, partial differential equations and their applications to pricing. Usage of mathematical software packages is an integral part of this course.

Prerequisite(s)/Course Notes:
FIN 275 /QM 275 ; MATH 205 . Corequisite: FIN 265 . Open only to matriculated Zarb School of Business graduate students.





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