Course Catalog

FINA4260 - Advanced Financial Mathematics

Spring 2020

This course provides a deeper mathematical development of the financial models most frequently used in the study of financial mathematics. The course builds on the advanced valuation methods and hedging approaches for stocks, bonds, and financial derivatives. Models studied include advanced interest rate models, rational valuation of derivative securities, Black-Scholes option valuation, the arbitrage-free pricing model, and a brief introduction of risk management techniques. A prime knowledge of differentiation and integrtion is crucial and of differential equations is highly preferable.
Prerequisites: ASCI3150 and STAT3150
3 Credits

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 M  Monday
 T  Tuesday
 W  Wednesday
 R  Thursday
 F  Friday
 S  Saturday
 U  Sunday

Schedule Book for All Active and Available Future Terms, Course starting with FINA4260
Page 1 of 1
Credits: 3
Days: T R
Location: Moon
Room: Hale Center 209
Time: 03:30-04:45 pm
Instructor: Emekter
Session: 1 (08/30 - 12/17/21)
Term: Fall 2021
Prerequisites: ASCI3150 and STAT3150