MTH 559 - Financial Math II

Institution:

University of Dayton

Subject:

Mathematics

Description:

Continuous methods in financial mathematics. Topics include review of continuous probability theory, Ito's Lemma, the Black-Scholes partial differential equation, option pricing via partial differential equations, analysis of exotic options, local and sto

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.udayton.edu

Phone Number:

(937) 229-1000

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Semester

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