Apr 24, 2024  
2018-2019 Undergraduate Bulletin 
    
2018-2019 Undergraduate Bulletin [ARCHIVED CATALOG]

MATH 4140 - Financial Derivatives

3
Prerequisite: MATH 4130 , 4240  or permission of instructor
Description: This course covers introductory financial derivatives, general properties of options, the binomial option pricing model, the Black-Scholes option pricing model, Greek options, risk management, and interest rate derivatives.  This course prepares students for actuarial exam 3F/MFE.