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 2023, the following sections are being offered:
| Letter | Instructor | Time & Place |
|---|---|---|
| M | Eli Amzallag | TuTh 11:00AM-12:15PM in NAC 7/312 |