Mathematics and Computer Science 109 - Introduction to the Mathematics of Finance

Institution:

Claremont McKenna College

Subject:

Description:

German This course emphasizes the math used in the valuation of derivative securities. Topics will include among others partial differential equations (diffusion equation), mathematical modeling of financial derivatives (calls, puts, etc.), and numerical methods for solving differential equations. These topics will aim at understanding the Black-Scholes Model. Prerequisite: Mathematics 32. Offered every year.

Credits:

1.50

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.claremontmckenna.edu/

Phone Number:

(909) 621-8000

Regional Accreditation:

Western Association of Schools and Colleges

Calendar System:

Semester

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