MTH 459LEC - Mathematical Finance 2

Description
Describes the mathematical development of both the theoretical and the computational techniques used to analyze financial instruments. Specific topics include utility functions; forwards, futures, and swaps; and modeling of derivatives and rigorous mathematical analysis of the models, both theoretically and computationally. Develops, as needed, the required ideas from partial differential equations and numerical analysis.
Credits
3
Recent Professors
Schedule Planner
Recent Semesters
Spring 2019
Offered
MWF
Avg. Class Size
54
Avg. Sections
1