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Institution:
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New York University
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Subject:
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Description:
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Introduction to the mathematics of finance. Topics: linear programming with application to pricing. Interest rates and present value. Basic probability, random walks, central limit theorem, Brownian motion, log-normal model of stock prices. Black- Scholes theory of options. Dynamic programming with application to portfolio optimization.
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Credits:
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4.00
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Credit Hours:
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Prerequisites:
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Corequisites:
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Exclusions:
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Level:
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Instructional Type:
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Lecture
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Notes:
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Additional Information:
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Historical Version(s):
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Institution Website:
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Phone Number:
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(212) 998-1212
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Regional Accreditation:
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Middle States Association of Colleges and Schools
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Calendar System:
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Semester
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