ACM654
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ACM654 MATH FINANCE I| 1 - Credit Hours
Arts & Sciences
Subject Code
ACM
Course Number
654
Academic Level (Course Level)
Graduate
Course Title
MATHEMATICS OF FINANCE I: MODELING, ANALYSIS AND NUMERICAL METHODS
Course Description
Prerequisites: Instructor permission or admission to the Professional Applied and Computational Mathematics Master program. In-depth study of probability, differential equations and numerical analysis and their connections to finance and economics; put-call parity equation; risk-neutral probability; binomial tree analysis.
Credit Hours Min
1
Lecture Hours Min
1