MATH5076: Mathematics of Options, Futures, and Derivative Securities II

4 Credits

This course explores continuous time finance, stochastic differential equations, geometric Brownian motion, Black-Scholes theory, volatility skew, numerical methods. Additional topics as time permits. prereq: 5075

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A- Average (3.800)Most Common: A (80%)

This total also includes data from semesters with unknown instructors.

10 students
FDCBA
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    Recommend
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    Effort
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    /6

    Understanding
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    /6

    Interesting
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