MATH 3589: Introduction to Financial Mathematics

October 20, 2013

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.

Credit Hours: 
3.0
Course Description Download: 

Textbook

Title: 
Stochastic Calculus for Finance 1: The Binomial Asset Pricing Model
Author: 
Shreve
Publisher: 
Springer
ISBN: 
9780387249681


To find course availability and times, please visit the Ohio State Course Catalog and Master Schedule.


[pdf] - Some links on this page are to Adobe .pdf files requiring the use of Adobe Reader. If you need these files in a more accessible format, please webmaster@math.osu.edu.