Apr 25, 2024  
2018-2019 Graduate Bulletin 
    
2018-2019 Graduate Bulletin [ARCHIVED CATALOG]

MATH 5140 - Financial Derivatives


Credit Hours 3
Prerequisite: MATH 5130 , 5240  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.