Math 38100: Discrete Models of Financial Mathematics

Supervisor: Eli Amzallag

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.: A grade of C or better in Math 20200 or MATH 21200. 3 HR./WK.; 3 CR.

Documents

• Math 381 CLO: Course Learning Outcomes for Math 381

Sections

For Fall 2024, the following sections are being offered:

Historical offerings