MATH 212: Mathematical Finance: Stock Options and the Black-Scholes Equation

Note: If this course is being taught this semester, more information can be found at the course home page.

Cross Listed

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Prerequisites

MTH 162 or equivalent.

This course is a prerequisite or co-requisite for

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Description

The mathematics of stock options. We will discuss the Binomial Option Pricing Model and the Black-Scholes Equation. If time permits we will discuss Modern Portfolio Theory.

Topics covered

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