Division of Science

Programs

General

External

Session

Contact

Department of Mathematics
The City College of New York
160 Convent Avenue
New York, NY 10031

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

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.

Sections

For Fall 2021, the following sections are being offered:

LetterInstructorTime & Place
EEli AmzallagMoWe 2:00PM-3:15PM in Online-Synchronous

Historical offerings