The City College of New YorkCCNY
Department of Mathematics
Division of Science

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.



This class is not being offered in Summer 2024.

Historical offerings

The City College of New YorkCUNY
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