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  Jul 18, 2025
 
2010-2011 Undergraduate Studies Bulletin (Frozen) 
  
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2010-2011 Undergraduate Studies Bulletin (Frozen) [Archived Catalog]

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MATH 514 - Financial Mathematics I

Credits: 3

Probability spaces. Random variables. Mean and variance. Geometric Brownian Motion and stock price dynamics. Interest rates and present value analysis. Pricing via arbitrage arguments. Options pricing and the Black-Scholes formula.

Cross-listed Course: STAT 522
Prerequisites: a grade of C or higher in MATH 241



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