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Department of Mathematics
The City College of New York
NAC 8/133
Convent Ave at 138th Street
New York, NY 10031

Phone: (212) 650-5346
Fax: (212) 650-6294
math@ccny.cuny.edu

CCNY :: Division of Science :: Mathematics

Department of Mathematics

Math 38100: Discrete Models of Financial Mathematics

Supervisor: Jay Jorgenson

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.

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