Class Id | 9423 |
Days | MW |
Start time | 01:30 PM |
End time | 02:50 PM |
Building | JADWH |
Room | A10 |
Course Id | 4213 |
Dept and Number | ECO 364 |
Dept and Number | ORF 335 |
Area | QR |
Title | Introduction to Financial Mathematics |
Description | Pricing and hedging of derivative securities. Binomial tree and Black-Scholes models. Term-structure of interest rates. Introduction to Credit Risk and Energy Markets. |
Prerequisites | ECO 100 and MAT 104 and ORF 309 or permission of instructor. |
Professor | Michael C. Coulon |