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MTH 700

Financial Mathematics I

Topics include: Introduction to the fundamental topics in financial mathematics including fixed income instruments and derivative pricing. Stochastic calculus, martingales and Ito's formula are the main modeling tools used in the course. Pricing and hedging for a wide range of option contracts and future derivatives are developed for several models and by means of analytical and numerical techniques.
Weekly Contact: Lab: 1 hr. Lecture: 3 hrs.
GPA Weight: 1.00
Course Count: 1.00
Billing Units: 1

Prerequisites

MTH 500

Co-Requisites

None

Antirequisites

None

Custom Requisites

None

Mentioned in the Following Calendar Pages

*List may not include courses that are on a common table shared between programs.