MATH238 - Mathematical Finance

Stochastic models of financial markets. Risk neutral pricing for derivatives, hedging strategies and management of risk. Multidimensional portfolio theory and introduction to statistical arbitrage. Prerequisite: Math 136 or equivalent. NOTE: Undergraduates require instructor permission to enroll. Undergraduates interested in taking the course should contact the instructor for permission, providing information about relevant background such as other courses taken.
Career
Graduate
Grading Basis
ROP - Letter or Credit/No Credit
Min
3
Max
3
Course Repeatable for Degree Credit?
No

Course Component
Lecture
Enrollment Optional?
No