Economics 141B - Mathematical Finance B

Institution:

University of California-Los Angeles

Subject:

Description:

Lecture, three hours; computer laboratory, one hour. Requisite: course 141A. Capital asset pricing model, multiperiod discrete-time security market model, efficient markets, dynamic spanning and market completeness, mathematical models of options, futures, and derivatives. P/NP or letter grading.

Credits:

5.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.ucla.edu/

Phone Number:

(310) 825-4321

Regional Accreditation:

Western Association of Schools and Colleges

Calendar System:

Quarter

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