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Undergraduate Record 2024-2025
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MATH 4140 - Mathematics of Derivative Securities
Effective Date 01/01/2022
This class introduces students to the mathematics used in pricing derivative securities. Topics include a review of the relevant probability theory of conditional expectation and martingales/the elements of financial markets and derivatives/pricing contingent claims in the binomial & the finite market model/(time permitting) the Black-Scholes model. Prerequisites: MATH 3100, MATH 3351 and a proof-based course (MATH 3000, MATH 3310 or MATH 3354).
Requisites Must have completed (MATH 3100 or APMA 3100) AND (MATH 3315 or 3351 or 4651 or APMA 3080) AND (MATH 3000 or 3310 or 3354 or 4310 or 4652)
Credits: 3
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