FINA 9100: Mathematical Finance

Selected tools from continuous time finance and fundamental concepts in the analysis of stochastic processes. These tools are applied to the pricing of derivative securities--especially forward, futures, and option contracts. Binomial and finite difference approximations to continuous time processes are also used to price derivatives. Offered every year.

Prerequisite or corequisite: ECON 7910 or permission of department.

3.0 hours