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Graduate Record 2005-2006 [ARCHIVED RECORD]
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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
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