MATH 475 DERIVATIVES MARKETS
We will cover binomial option pricing, the Black-Scholes Formula and equation, market-making and delta hedging, exotic options, the lognormal distribution, Monte Carlo valuation, Brownian motion and Itobparity and other option relationships, volatility, interest rate models.
There are no prerequisites listed for this course.
ACSC/MATH 269, ACSC/MATH 367, FIN 311
or consent of Instructor.