Apr 18, 2021  
Graduate Record 2007-2008 
Graduate Record 2007-2008 [ARCHIVED RECORD]

MATH 514 - Mathematics of Derivative Securities

Topics include arbitrage arguments, valuation of futures, forwards and swaps, hedging, option-pricing theory, and sensitivity analysis. (Y)

Prerequisites & Notes
Prerequisite: MATH 231 or 122 or its equivalent, and a knowledge of probability and statistics; MATH 310 or its equivalent is recommended.

Credits: 3