Apr 19, 2024  
2021-2022 Undergraduate Bulletin 
    
2021-2022 Undergraduate Bulletin [ARCHIVED CATALOG]

MATH 4140 - Financial Derivatives and Investment Markets

Credit Hours 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, options Greek, risk management, mean-variance portfolio theory, asset pricing models, market efficiency, behavioral finance, investment risk, project analysis, and capital structure. This course prepares students for actuarial exam 3F/IFM.