MATH238
Mathematical Finance
Mathematics
H&S - Humanities & Sciences
Course Description
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.
Cross Listed Courses
Grading Basis
ROP - Letter or Credit/No Credit
Min
3
Max
3
Course Repeatable for Degree Credit?
No
Course Component
Lecture
Enrollment Optional?
No
Does this course satisfy the University Language Requirement?
No
Programs
MATH238
is a
completion requirement
for: