MATH M451 - The Mathematics of Finance

Institution:

Indiana University-Northwest

Subject:

Description:

P: MATH M360. Stochastic processes, martingales, Brownian motion, stochastic differential equations, Ito's Lemma. These topics are applied to the BlackScholes formula, the pricing of financial derivatives, and the term theory of interest rates. (Spring-odd years)

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.iun.edu

Phone Number:

(219) 980-6500

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Semester

The Course Profile information is provided and updated by third parties including the respective institutions. While the institutions are able to update their information at any time, the information is not independently validated, and no party associated with this website can accept responsibility for its accuracy.