MA 788 - Applications of the Heat Equation for Financial Mathematics

Institution:

CUNY New York City College of Technology

Subject:

Description:

3 cl hrs, 3 cr Focuses on the Black-Scholes Model. Includes risk measures in a portfolio of financial assets: The Greek Letters and Value at Risk. Computer models will be used. Prerequisites: MAT 2630/MA 630, MAT 2572, MAT 2675/MA 675, CST 3503/CS 503

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.citytech.cuny.edu

Phone Number:

(718) 260-5500

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

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