MATH 6372 - Math Financial Derivatives

Institution:

University of New Orleans

Subject:

Description:

Prerequisite: credit or concurrent registration in MATH 4311 or the consent of the department. A brief introduction to financial derivatives, normal random variables, geometric brownian motion, stochastic differentiation, stochastic integration, ito's lemma, the Black-Scholes PDE and its solution.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.uno.edu

Phone Number:

(504) 280-6000

Regional Accreditation:

Southern Association of Colleges and Schools

Calendar System:

Semester

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