2020-2021 Undergraduate Catalog [ARCHIVED CATALOG]
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MATH 350 - Mathematics of Financial Markets
Credit Hours: 3
Lecture Hours: 3
Lab Hours: 0
This course covers the usage and pricing of derivatives. Subjects include the basis features of futures and options, binomial option pricing, the Black-Scholes formula, interest rate based derivatives, volatility measurement, and dynamic trading strategies. It also covers arbitrage-based derivatives pricing approaches and quantitative analysis.
Prerequisite: MATH 242 and STAT 301
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