Title: | Topics in Financial Math |
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Course Section Number: | MAT-277-01 |
Department: | Math |
Description: | This course gives an introduction to mathematical finance, drawing on applications from both Main street (loans and mortgages) and Wall Street (stocks, bonds, futures, derivatives) to provide motivation and context. A simple, yet essential, guiding question for the course is how much value will $1 invested in a savings account or stock be worth in the future. Special emphasis is given to the efficient market hypothesis and arbitrage. When replication arguments alone are not enough to predict prices of risky contracts, we use the binomial pricing model and geometric Brownian motion. This course is equivalent to MAT-251 and MAT-252, and will satisfy the program requirements that these courses fulfill (i.e., for majors in FEC or MAT). Students may not receive credit for this course and either MAT-251 or MAT-252. |
Credits: | 1.00 |
Start Date: | August 27, 2025 |
End Date: | December 20, 2025 |
Meeting Information: |
08/27/2025-12/19/2025 Lecture Monday, Wednesday, Friday 01:10PM - 02:00PM, Room to be Announced
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Faculty: | Akhunov, Timur |
Requisite Courses: | MAT-112 |
Course Status
Section Name/Title | Status | Dept. | Capacity |
Enrolled/ Available/ Waitlist |
---|---|---|---|---|
MAT-277-01
Topics in Financial Math |
OPEN | Math | 23 | 0 / 23 / 0 |