FM5212
FM 5212 - Continuous Time Finance (3 Cr.)
School of Mathematics (11133)
TIOT - College of Science and Engineering
FM 5212 - Continuous Time Finance (3 Cr.)
Course description
A course on Stochastic Calculus - based modeling in finance, focusing on the Black-Scholes model and its extensions.
Minimum credits
3
Maximum credits
3
Is this course repeatable?
No
Grading basis
OPT - Student Option
Lecture
Fulfills the writing intensive requirement?
No
Typically offered term(s)
Every Spring