Math 38100: Discrete Models of Financial Mathematics

Definitions of options and exotic options on stocks, interests rates and indices; binomial trees; volatility and methods to estimate volatility; continuous models and Black-Scholes; hedging; bond models and interest rate options; spreadsheet methods and computational methods including difference methods and Monte Carlo simulations. Prereq.: Math 20200. 3 HR./WK.; 3 CR.

Sections

• Fall 2009: Section P, Hayes, T,H 2:00-3:15, Room NA 1511E
• Fall 2008: Section P, Hayes, T,H 2:00-3:15, Room NA 1511E
• Fall 2007: Section P, Hayes, T,H 2:00-3:15, Room NA 1511E