MAT 251 Mathematical Finance
The course gives an overview of the mathematical reasoning behind the pricing of options. Topics include binomial models, put-call parity, a probabilistic derivation of the Black-Scholes pricing formula for call options, and delta hedging. We will also look at Asian, gap, and barrier options. Offered fall semesters.
Prerequisite: MAT 112
If Wabash feels like a fit, we would love to talk to you. Call 1-800-345-5385 or email email@example.com