MAT 2901 - Mathematics of Finance

Institution:

Yeshiva University

Subject:

Mathematics (Undergrad Men)

Description:

Discrete models for options, pricing derivatives, continuous stock price models, Brownian motion, the Black-Scholes,formula, the Black-Scholes differential equation, hedging options, dynamic programming, bond price models, yield curves, forwards and futures, Keynes interest rate parity formula.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.yu.edu

Phone Number:

(212) 960-5400

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

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