MATH 530 - Mathematics of Finance

Institution:

University of Pennsylvania

Subject:

Description:

Staff. Prerequisite(s): Math 240, Stat 430. This course presents the basic mathematical tools to model financial markets and to make calculations about financial products, especially financial derivatives. Mathematical topics covered: stochastic processes, partial differential equations and their relationship. No background in finance is assumed.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.upenn.edu

Phone Number:

(215) 898-5000

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

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