ASRM 510: Financial Mathematics

ASRM University of Illinois at Urbana-Champaign 4.0 credits

Course Description

Theoretical basis of financial mathematics and techniques. Topics include financial stochastic processes, Ito calculus, martingale pricing, hedging, simulations, interest rate models, etc. 4 graduate hours. No professional credit. Prerequisite: ASRM 402 (formerly MATH 409) or MATH 464.

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