Undergraduate Catalog 2020-2021

FNC 416 Mathematics of Finance(RNL)

(Also MTH 416). 4 hours; 4 credits. Introduction to the mathematical theory of derivative pricing; binomial trees and martingales; Black-Scholes formula; stochastic differential equations and Ito calculus; Girsanov theorem. Prerequisite: MTH 311.

Credits

4

Cross Listed Courses

MTH 416