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Sep 01, 2024
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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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