Aug 03, 2025  
2022-2023 Graduate Bulletin 
    
2022-2023 Graduate Bulletin [ARCHIVED CATALOG]

MATH 5140 - Financial Derivatives and Investment Markets

Credit Hours 3
Prerequisite: MATH 5130  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, option Greeks, 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.