Nov 22, 2024  
2011-2012 Catalog 
    
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2011-2012 Catalog [ARCHIVED CATALOG]

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MTH 380 - Financial Derivatives.


MTH 122  with grade of C (2.0) or better, or concurrent election of MTH 122 ; or MTH 118  with a grade of B (3.0) or better. MTH 378  recommended. (3).

Analysis of financial derivatives including options, forwards, futures and swaps; no-arbitrage pricing and put-call parity. Introduction to binomial and Black-Scholes option pricing. Emphasis on preparation for actuarial exam FM. Intended for students interested in acturial science, finance, or applications of mathematics.


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