MAP 6605 - Topics in Financial Mathematics

Institution:

University of North Florida

Subject:

MAP-Mathematics Applied

Description:

Prerequisite: MAA 4211 and 4212, STA 4321, or permission of the department. Topics will include an introduction to options and derivatives, pricing via arbitrage, binomial and multi-period models, Brownian motion, Ito integral, Black-Scholes stochastic differential equation, and application to option pricing, hedging, valuing by utility, and exotic options.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.unf.edu

Phone Number:

(904) 620-1000

Regional Accreditation:

Southern Association of Colleges and Schools

Calendar System:

Semester

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