ACMS 40570 - Mathematical Methods in Financial Economics

Institution:

University of Notre Dame

Subject:

Applied & Comp Math and Stats

Description:

An introduction to financial economic problems using mathematical methods, including the portfolio decision of an investor and the determination of the equilibrium price of stocks in both discrete and continuous time, will be discussed. The pricing of derivative securities in continuous time including various stock and interest rate options will also be included. Projects reflecting students' interests and background are an integral part of this course.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.nd.edu

Phone Number:

(574) 631-5000

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Semester

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