Mathematics 339fs - Topics in AppliedMathematics

Institution:

Mount Holyoke College

Subject:

Description:

Fall 2008 339f(01) Mathematical Finance Topics include interest rates, forwards and futures, options, payoff diagrams, geometric Brownian motion, binomial trees, risk-neutral valuation, stochastic calculus, Ito's lemma, Black-Scholes, volatility smiles, exotic options, the Greeks, Monte Carlo methods, and statistical data analysis. Meets Science and Math II-A requirement A. Durfee Prereq. Mathematics 203 and 211 or permission of instructor; 4 credits Spring 2009 339s(01) Applied Mathematics Topics to be selected from: the stochastic calculus, review of Black-Scholes, yield curves, swaps, interest rate derivatives, risk measurement and management, statistical analysis of financial data, Monte Carlo simulation. Meets Science and Math II-A requirement The department Prereq. Mathematics 203 and 211 or permission of the instructor; 4 credits

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.mtholyoke.edu

Phone Number:

(413) 538-2000

Regional Accreditation:

New England Association of Schools and Colleges

Calendar System:

Semester

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