MTH 447 /547 - Topics in Mathematical Finance

Institution:

Miami University-Hamilton

Subject:

Description:

Mathematical methods in options pricing; options and their combinations, arbitrage and put-call parity, stock and option trees, risk neutral pricing, geometric Brownian motion for stock models and derivation of the Black-Scholes formula; and as time allows, additional topics such as futures, forwards, swaps and bond models. Prerequisite: Calculus II and an introduction to statistics such as STA 301 or DSC 205.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.regionals.muohio.edu

Phone Number:

(513) 785-3000

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Semester

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