ACM655
Download as PDF
ACM655 MATH FINANCE II| 1 - Credit Hours
Arts & Sciences
Subject Code
ACM
Course Number
655
Academic Level (Course Level)
Graduate
Course Title
MATHEMATICS OF FINANANCE II: MODELING, ANALYSIS AND NUMERICAL METHODS
Course Description
Prerequisites: Instructor permission or admission to the Professional Applied and Computational Mathematics Master program. Additional study of probability, differential equations and numerical analysis and their connections to finance and economics; Black-Scholes equation, risk-neutral probability, Brownian motion, hedging, continuous and discrete stochastic models.
Credit Hours Min
1
Lecture Hours Min
1