MATH5075: Mathematics of Options, Futures, and Derivative Securities I

4 Credits

This course establishes the basic foundation for pricing and hedging derivative securities. Topics include arbitrage pricing, binomial tree model, Black-Scholes formula, the greeks, hedging, exotics and simulation. prereq: MATH 4653, MATH 5651, STAT 4101, STAT 5101, or instructor consent.

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