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.
MATH 3589: Introduction to Financial Mathematics
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Stochastic Calculus for Finance 1: The Binomial Asset Pricing Model