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    Columbia Campus
   
 
  May 29, 2024
 
2009-2010 Undergraduate Studies Bulletin 
  
2009-2010 Undergraduate Studies Bulletin [Archived Catalog]

STAT 522 - 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 MATH 514
Prerequisites
a grade of C or better in MATH 241