Jan 03, 2026  
Undergraduate Record 2015-2016 
    
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Undergraduate Record 2015-2016 [ARCHIVED RECORD]

MATH 4140 - Mathematics of Derivative Securities

Topics include arbitrage arguments, valuation of futures, forwards and swaps, hedging, option-pricing theory, decision theory, and sensitivity analysis. Prerequisite: MATH 3100 and a knowledge of matrix algebra.



Credits: 3