MATH-UA 250 - Mathematics of Finance

Institution:
New York University
Subject:
Description:
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.
Credits:
4.00
Credit Hours:
Prerequisites:
Corequisites:
Exclusions:
Level:
Instructional Type:
Lecture
Notes:
Additional Information:
Historical Version(s):
Institution Website:
Phone Number:
(212) 998-1212
Regional Accreditation:
Middle States Association of Colleges and Schools
Calendar System:
Semester

The Course Profile information is provided and updated by third parties including the respective institutions. While the institutions are able to update their information at any time, the information is not independently validated, and no party associated with this website can accept responsibility for its accuracy.

Detail Course Description Information on CollegeTransfer.Net

Copyright 2006 - 2025 AcademyOne, Inc.