MATH W4071x - Introduction To the Mathematics of Finance

Institution:

Barnard College

Subject:

Description:

The mathematics of finance, principally the problem of pricing of derivative securities, developed using only calculus and basic probability. Topics include mathematical models for financial instruments, Brownian motion, normal and lognormal distributions, the Black Scholes formula, and binomial models. Prerequisites: MATH V1202, V3027, STAT W4150, SEIO W4150, or their equivalents. General Education Requirement: Quantitative and Deductive Reasoning (QUA). 3 points

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.barnard.edu

Phone Number:

(212) 854-5262

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

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