MATH 772, Winter 2013
Topics in Financial Mathematics
Calendar Description
Selected topics in financial mathematics, such as stochastic models in finance, pricing and hedging financial derivatives, analysis of financial time series/model calibration, portfolio optimization, interest rate theory, credit risk, Monte‐Carlo methods, finite difference methods.
Section
Time/Location
Instructor
Office Hours
01
Tues 6:30-9:30 HH/217
Dr. .