MATH 425: The Mathematics of Contingent Claims

Mathematics Texas A & M University-College Station 3.0 credits

Course Description

Credits 3.
3 Lecture Hours.The mathematical theory associated with asset price dynamics; binomial pricing models; Black-Scholes analysis; hedging; volatility smile; implied volatility trees; implied binomial trees.Prerequisites:MATH 308;MATH 411,STAT 211orSTAT 414.

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