The City College of New YorkCCNY
Department of Mathematics
Division of Science

Math 38100: Financial Mathematics

Supervisor: Eli Amzallag

Theory of interest, review of discrete and continuous probability, arbitrage, linear programming, random walks, arbitrage bounds on option prices, option pricing with the binomial model, hedging, Black-Scholes model, partial derivatives of option pricing formulas, portfolio optimization; simulations incorporated at discretion of instructor. Prereq.: A grade of C or better in Math 37500. 4 HR./WK.; 4 CR.

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Sections

This class is not being offered in Summer 2025.

Historical offerings

The City College of New YorkCUNY
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