MATH 3589: Introduction to Financial Mathematics
Introduction to mathematics used in financial asset pricing, based on the binomial asset pricing model. Prepares students for further study of stochastic calculus in continuous time. Prereq: C- or better in 3345 or credit for 345; and either C- or better in 4530, 5530H, or Stat 4201; or credit for 530, 531H, or Stat 420; or permission of department. Not open to students with credit for 589.
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Stochastic Calculus for Finance 1: The Binomial Asset Pricing Model