MATH 4320 - Adv Math Methods for Finance

Institution:

The University of Texas at El Paso

Subject:

Description:

The course will be an introduction to the mathematical tools and models used in Asset Pricing: stochastic processes, stochastic differential equations, partial differential equations. The concept of financial derivatives will be discussed in detail; different types of options will be analyzed. The Black-Scholes model of option pricing will be introduced and the famous Black-Scholes equation derived. Prerequisites: MATH 1320 or higher and STAT 1380 or higher, each with a grade of C or better; and departmental approval.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.utep.edu

Phone Number:

(915) 747-5000

Regional Accreditation:

Southern Association of Colleges and Schools

Calendar System:

Semester

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