Apr 20, 2024  
2016-2017 Undergraduate Catalog 
2016-2017 Undergraduate Catalog [ARCHIVED CATALOG]

MATH 405. Securities Pricing

Crosslisted: FIN 405 

A quantitative treatment of the theory and method of financial securities pricing to include an examination of closed form pricing models such as the Black-Schoals and its various derivatives as well as numerical solution techniques such as binomial methods. FIN 395  or MATH 395  is the prerequisite.