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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Related courses
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