MATH5075
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MATH 5075 - Mathematics of Options, Futures, and Derivative Securities I (4 Cr.)
School of Mathematics (11133)
TIOT - College of Science and Engineering
Course description
This course establishes the basic foundation for pricing and hedging derivative securities. Topics include arbitrage pricing, binomial tree model, Black-Scholes formula, the greeks, hedging, exotics and simulation.
Prereq: Math 4653 or Math 5651 or Stat 4101 or Stat 5101 or instructor consent.
Prereq: Math 4653 or Math 5651 or Stat 4101 or Stat 5101 or instructor consent.
Minimum credits
4
Maximum credits
4
Is this course repeatable?
No
Grading basis
OPT - Student Option
Lecture
Requirements
013536
Fulfills the writing intensive requirement?
No
Typically offered term(s)
Every Fall