Financial Mathematics
Durham
Engineering&Physical Sciences::Mathematics&Statistics
Credits: 4.0
Class Size: 15
Term:
Spring 2025
-
Full Term (01/21/2025
-
05/05/2025)
CRN:
56494
Grade Mode:
Letter Grading
A mathematical introduction to interest theory and an overview of mathematical models used to analyze and price standard financial instruments including: interest bearing accounts, stocks and bonds. Introduction to basic concepts used in mathematical finance including: random variables, mathematics of arbitrage, risk and diversification. Includes a substantive introduction to all aspects of the financial mathematics actuarial exam.
Instructors:
Adam Boucher
Times & Locations
| Start Date | End Date | Days | Time | Location |
|---|---|---|---|---|
| 1/21/2025 | 5/5/2025 | MWF | 9:40am - 11:00am | PARS NB24 |
Booklist
| Book | Details |
|---|---|
|
INTRO.TO MATH.OF FINANCIAL DERIVATIVES
2ND 00
by NEFTCI
Recommended
|
|
|
MATHEMATICS OF INVESTMENT+CREDIT
4TH 08
by BROVERMAN
Recommended
|
|
