MATH 771, Fall 2012
Mathematics of Finance
Binomial model of stocks, stochastic calculus, martingales and arbitrage, Black‐Scholes equation and pricing derivative securities, fundamental theorems of asset pricing, models of equity and fixed income markets.
Tues 1:30-2:30, Thurs 3:30-5:30, T 13 Room 105
Dr. T. Pirvu